+995.4%
MU vs ECL
+79.0%
+916.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.8% |
| 7D | +2.0% | -2.3% | +4.3% | +2.5% |
| 30D | -18.0% | +8.3% | -26.2% | -19.0% |
| 3M | -6.6% | +8.4% | -15.0% | -7.9% |
| 6M | +2.0% | +23.3% | -21.2% | -4.2% |
| YTD | +184.5% | +18.2% | +166.2% | +170.1% |
| 1Y | +236.9% | +18.8% | +218.1% | +219.0% |
| All | +995.4% | +79.0% | +916.4% | +828.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling