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  • MU vs EAT✓SelectedUSD · EATMU vs EAT performance historyLatest closeAs of-1.61%09/08
Stock and ETF performance explorer

MU vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,778.3%
EAT return
+373.3%
Excess return
+5,405.0%
Maximum drawdown
-57.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-1.6%-3.4%+1.8%-0.7%
7D+7.2%-4.9%+12.1%+8.5%
30D+14.0%-1.2%+15.2%+14.0%
3M+5.4%+52.2%-46.9%-6.3%
6M+170.3%+65.0%+105.2%+133.0%
YTD+250.7%+55.0%+195.6%+206.6%
1Y+662.1%+42.1%+620.0%+574.5%
3Y+1,341.2%+614.7%+726.5%+705.7%
5Y+1,319.3%+322.7%+996.6%+767.2%
10Y+5,778.3%+382.0%+5,396.3%+2,992.9%
All+5,778.3%+373.3%+5,405.0%+2,992.9%

Cumulative growth

Daily Returns

Daily percentage return beside EAT.

Daily Out/Under-Performance

Portfolio return minus EAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EAT 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 EAT 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