+2,538.2%
MUU vs ILMN
+51.8%
+2,486.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -0.3% |
| 7D | +13.9% | +1.9% | +12.0% | +11.9% |
| 30D | +24.8% | +12.3% | +12.5% | +11.8% |
| 3M | -15.7% | +33.5% | -49.3% | -34.1% |
| 6M | +338.9% | +69.4% | +269.5% | +188.8% |
| YTD | +563.2% | +60.9% | +502.2% | +345.0% |
| 1Y | +2,577.5% | +115.0% | +2,462.5% | +1,282.3% |
| All | +2,538.2% | +51.8% | +2,486.4% | +1,299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling