+186.6%
MU vs ECL
+20.7%
+165.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.2% |
| 7D | -15.2% | +0.4% | -15.6% | -14.8% |
| 30D | -29.5% | +8.6% | -38.1% | -27.5% |
| 3M | -15.8% | +7.9% | -23.7% | -13.2% |
| 6M | -2.9% | +21.0% | -23.9% | -1.0% |
| YTD | +154.2% | +17.5% | +136.7% | +160.3% |
| 1Y | +186.6% | +19.7% | +166.9% | +194.5% |
| All | +186.6% | +20.7% | +165.9% | +194.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling