+237.3%
MU vs UL
-0.4%
+237.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.2% |
| 7D | +21.6% | -2.5% | +24.1% | +19.2% |
| 30D | -16.2% | +5.7% | -21.9% | -11.4% |
| 3M | -12.4% | +7.0% | -19.4% | -6.1% |
| 6M | +4.2% | +16.1% | -11.9% | +19.7% |
| YTD | +180.0% | +3.6% | +176.4% | +222.8% |
| All | +237.3% | -0.4% | +237.8% | +282.4% |
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