+950.8%
MU vs EAT
+476.7%
+474.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +12.8% | -4.0% | +16.8% | +13.8% |
| 30D | -14.9% | -2.9% | -12.0% | -14.4% |
| 3M | -18.0% | -16.9% | -1.2% | -15.1% |
| 6M | -3.1% | +57.0% | -60.1% | -14.6% |
| YTD | +172.9% | +38.2% | +134.7% | +145.3% |
| 1Y | +228.8% | +69.3% | +159.6% | +180.0% |
| 3Y | +950.8% | +483.0% | +467.9% | +548.9% |
| All | +950.8% | +476.7% | +474.1% | +548.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling