+1,225.5%
MU vs BE
+826.4%
+399.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +4.4% |
| 7D | -22.0% | -14.7% | -7.3% | -19.1% |
| 30D | -36.6% | -40.5% | +4.0% | -29.3% |
| 3M | -21.7% | -24.3% | +2.6% | -17.6% |
| 6M | +3.5% | -39.3% | +42.9% | +12.9% |
| YTD | +141.9% | +99.4% | +42.6% | +108.5% |
| 1Y | +189.8% | +26.6% | +163.3% | +167.4% |
| 3Y | +855.4% | +1,616.9% | -761.6% | +422.0% |
| 5Y | +869.2% | +441.4% | +427.8% | +501.2% |
| All | +1,225.5% | +826.4% | +399.1% | +503.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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