+4,524.1%
MU vs ED
+143.7%
+4,380.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +21.6% | -1.7% | +23.4% | +21.5% |
| 30D | -16.2% | +10.7% | -26.9% | -15.6% |
| 3M | -12.4% | +11.6% | -24.0% | -11.6% |
| 6M | +4.2% | +13.5% | -9.3% | +5.1% |
| YTD | +180.0% | +23.1% | +156.8% | +181.7% |
| 1Y | +226.4% | +23.1% | +203.3% | +228.4% |
| 3Y | +969.7% | +47.9% | +921.8% | +934.6% |
| 5Y | +957.9% | +83.9% | +874.1% | +872.2% |
| All | +4,524.1% | +143.7% | +4,380.4% | +4,180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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