+2,620.0%
MUU vs ILMN
+56.9%
+2,563.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.6% | +13.2% | +12.9% |
| 7D | +17.4% | +1.2% | +16.2% | +16.0% |
| 30D | +24.0% | +9.2% | +14.8% | +13.9% |
| 3M | -23.9% | +29.8% | -53.7% | -38.8% |
| 6M | +284.4% | +69.2% | +215.2% | +153.3% |
| YTD | +583.7% | +66.4% | +517.3% | +346.3% |
| 1Y | +2,981.5% | +123.4% | +2,858.1% | +1,441.0% |
| All | +2,620.0% | +56.9% | +2,563.1% | +1,303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling