+106,206.6%
MU vs UL
+2,661.1%
+103,545.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +9.0% | -1.3% | +10.3% | +9.6% |
| 30D | +13.8% | +0.5% | +13.3% | +13.4% |
| 3M | +2.1% | +17.6% | -15.5% | -6.5% |
| 6M | +153.8% | -5.4% | +159.2% | +153.9% |
| YTD | +256.4% | +0.7% | +255.7% | +246.3% |
| 1Y | +719.8% | -9.3% | +729.0% | +727.6% |
| 3Y | +1,360.4% | +24.5% | +1,335.8% | +1,143.6% |
| 5Y | +1,312.4% | +23.2% | +1,289.2% | +1,089.5% |
| 10Y | +6,142.6% | +64.5% | +6,078.1% | +4,402.3% |
| All | +106,206.6% | +2,661.1% | +103,545.6% | +20,998.6% |
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