+975.0%
MU vs ECL
+39.5%
+935.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.6% |
| 7D | +2.0% | -2.3% | +4.3% | +3.4% |
| 30D | -18.0% | +8.3% | -26.2% | -20.9% |
| 3M | -6.6% | +8.4% | -15.0% | -10.4% |
| 6M | +2.0% | +23.3% | -21.2% | -9.5% |
| YTD | +184.5% | +18.2% | +166.2% | +156.4% |
| 1Y | +236.9% | +18.8% | +218.1% | +202.4% |
| 3Y | +987.0% | +78.5% | +908.5% | +645.7% |
| All | +975.0% | +39.5% | +935.5% | +736.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling