+76,578.9%
MU vs UL
+2,764.7%
+73,814.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.3% | +5.9% |
| 7D | -12.0% | +0.3% | -12.3% | -12.4% |
| 30D | -28.7% | +7.0% | -35.7% | -31.2% |
| 3M | -16.4% | +5.8% | -22.2% | -19.3% |
| 6M | -1.8% | +16.1% | -17.9% | -10.5% |
| YTD | +157.1% | +4.5% | +152.6% | +143.6% |
| 1Y | +208.5% | -1.3% | +209.8% | +198.2% |
| 3Y | +906.2% | +35.0% | +871.2% | +719.8% |
| 5Y | +893.4% | +31.9% | +861.5% | +704.7% |
| 10Y | +4,271.9% | +99.3% | +4,172.6% | +2,767.5% |
| All | +76,578.9% | +2,764.7% | +73,814.1% | +14,743.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling