+5,778.3%
MU vs UL
+65.6%
+5,712.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +7.2% | -1.3% | +8.5% | +7.5% |
| 30D | +14.0% | +0.9% | +13.1% | +13.6% |
| 3M | +5.4% | +14.2% | -8.8% | +0.2% |
| 6M | +170.3% | -3.2% | +173.5% | +170.5% |
| YTD | +250.7% | -0.3% | +251.0% | +246.8% |
| 1Y | +662.1% | -8.8% | +670.9% | +674.8% |
| 3Y | +1,341.2% | +23.9% | +1,317.3% | +1,147.0% |
| 5Y | +1,319.3% | +21.4% | +1,298.0% | +1,116.8% |
| 10Y | +5,778.3% | +66.7% | +5,711.6% | +4,472.0% |
| All | +5,778.3% | +65.6% | +5,712.7% | +4,472.0% |
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