+265.1%
MU vs UL
+1.7%
+263.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -4.3% |
| 7D | -19.1% | +4.7% | -23.8% | -15.7% |
| 30D | -25.2% | +11.6% | -36.8% | -18.0% |
| 3M | -10.9% | +5.3% | -16.2% | -5.7% |
| 6M | +38.0% | +16.0% | +22.0% | +59.3% |
| YTD | +178.8% | +5.0% | +173.9% | +223.3% |
| 1Y | +265.1% | +1.1% | +264.0% | +312.9% |
| All | +265.1% | +1.7% | +263.5% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling