+847.8%
MU vs UL
+31.0%
+816.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +4.8% |
| 7D | -22.0% | +1.1% | -23.1% | -21.9% |
| 30D | -36.6% | +8.2% | -44.8% | -36.2% |
| 3M | -21.7% | +4.5% | -26.3% | -21.3% |
| 6M | +3.5% | +12.6% | -9.0% | +4.1% |
| YTD | +141.9% | +3.5% | +138.4% | +145.7% |
| 1Y | +189.8% | -0.4% | +190.3% | +195.7% |
| 3Y | +855.4% | +36.0% | +819.4% | +758.9% |
| All | +847.8% | +31.0% | +816.9% | +746.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling