+3,971.9%
MU vs ECL
+199.1%
+3,772.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +6.1% |
| 7D | -22.0% | -0.8% | -21.3% | -21.7% |
| 30D | -36.6% | +8.1% | -44.7% | -39.6% |
| 3M | -21.7% | +6.4% | -28.1% | -25.1% |
| 6M | +3.5% | +14.8% | -11.2% | -6.6% |
| YTD | +141.9% | +15.5% | +126.5% | +116.1% |
| 1Y | +189.8% | +20.1% | +169.7% | +151.9% |
| 3Y | +855.4% | +77.8% | +777.6% | +529.7% |
| 5Y | +869.2% | +37.9% | +831.3% | +640.5% |
| All | +3,971.9% | +199.1% | +3,772.8% | +2,062.1% |
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