+1,342.5%
MU vs TRU
-33.4%
+1,375.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.9% | +12.0% | +8.1% |
| 7D | +9.0% | -6.8% | +15.7% | +11.3% |
| 30D | +13.8% | 0.0% | +13.8% | +13.3% |
| 3M | +2.1% | +13.3% | -11.2% | -5.5% |
| 6M | +153.8% | +3.4% | +150.4% | +141.0% |
| YTD | +256.4% | -6.4% | +262.8% | +248.2% |
| 1Y | +719.8% | -9.7% | +729.5% | +708.1% |
| 3Y | +1,360.4% | +0.1% | +1,360.2% | +1,245.2% |
| All | +1,342.5% | -33.4% | +1,375.9% | +1,534.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling