+4,271.9%
MU vs ECL
+205.6%
+4,066.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +5.1% |
| 7D | -12.0% | -0.5% | -11.5% | -11.7% |
| 30D | -28.7% | +8.8% | -37.6% | -32.3% |
| 3M | -16.4% | +7.8% | -24.3% | -20.6% |
| 6M | -1.8% | +21.3% | -23.1% | -14.3% |
| YTD | +157.1% | +17.8% | +139.3% | +127.1% |
| 1Y | +208.5% | +21.1% | +187.4% | +167.3% |
| 3Y | +906.2% | +80.1% | +826.1% | +559.0% |
| 5Y | +893.4% | +40.5% | +852.9% | +651.3% |
| 10Y | +4,271.9% | +197.7% | +4,074.1% | +2,098.4% |
| All | +4,271.9% | +205.6% | +4,066.3% | +2,098.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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