+106,206.6%
MU vs ECL
+13,009.7%
+93,197.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +9.0% | -2.6% | +11.6% | +10.7% |
| 30D | +13.8% | -2.2% | +16.0% | +14.9% |
| 3M | +2.1% | +10.1% | -8.0% | -5.0% |
| 6M | +153.8% | -5.7% | +159.5% | +157.7% |
| YTD | +256.4% | +7.0% | +249.4% | +235.0% |
| 1Y | +719.8% | +2.7% | +717.1% | +684.6% |
| 3Y | +1,360.4% | +57.7% | +1,302.6% | +961.1% |
| 5Y | +1,312.4% | +31.1% | +1,281.3% | +1,028.5% |
| 10Y | +6,142.6% | +150.9% | +5,991.7% | +3,220.4% |
| All | +106,206.6% | +13,009.7% | +93,197.0% | +12,407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling