+4,407.5%
MU vs UL
+109.3%
+4,298.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +12.8% | +1.1% | +11.7% | +12.5% |
| 30D | -14.9% | +4.5% | -19.4% | -16.1% |
| 3M | -18.0% | +6.5% | -24.5% | -19.8% |
| 6M | -3.1% | +18.2% | -21.3% | -9.1% |
| YTD | +172.9% | +4.7% | +168.2% | +165.5% |
| 1Y | +228.8% | +0.8% | +228.1% | +223.1% |
| 3Y | +950.8% | +35.9% | +915.0% | +776.1% |
| 5Y | +931.3% | +33.4% | +897.9% | +749.8% |
| All | +4,407.5% | +109.3% | +4,298.2% | +3,130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling