+4,240.2%
MU vs TRU
+238.0%
+4,002.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.9% | +12.0% | +8.9% |
| 7D | +9.0% | -6.8% | +15.7% | +12.3% |
| 30D | +13.8% | 0.0% | +13.8% | +13.1% |
| 3M | +2.1% | +13.3% | -11.2% | -8.1% |
| 6M | +153.8% | +3.4% | +150.4% | +135.6% |
| YTD | +256.4% | -6.4% | +262.8% | +241.4% |
| 1Y | +719.8% | -9.7% | +729.5% | +692.3% |
| 3Y | +1,360.4% | +0.1% | +1,360.2% | +1,154.9% |
| 5Y | +1,312.4% | -34.0% | +1,346.5% | +1,451.4% |
| 10Y | +6,142.6% | +147.9% | +5,994.7% | +2,829.5% |
| All | +4,240.2% | +238.0% | +4,002.2% | +1,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling