+12,378.9%
MU vs VRSK
+583.6%
+11,795.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | +0.8% |
| 7D | +7.2% | -9.7% | +16.9% | +11.8% |
| 30D | +14.0% | -8.5% | +22.5% | +17.8% |
| 3M | +5.4% | -1.7% | +7.1% | +2.0% |
| 6M | +170.3% | -17.9% | +188.2% | +182.4% |
| YTD | +250.7% | -21.1% | +271.8% | +271.6% |
| 1Y | +662.1% | -35.1% | +697.2% | +787.8% |
| 3Y | +1,341.2% | -26.7% | +1,367.9% | +1,376.8% |
| 5Y | +1,319.3% | -12.0% | +1,331.4% | +1,156.3% |
| 10Y | +5,778.3% | +122.9% | +5,655.4% | +2,620.8% |
| All | +12,378.9% | +583.6% | +11,795.2% | +2,783.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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