+3,971.9%
MU vs ED
+129.3%
+3,842.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +4.9% |
| 7D | -22.0% | +1.6% | -23.7% | -21.9% |
| 30D | -36.6% | +13.3% | -49.9% | -36.0% |
| 3M | -21.7% | +9.7% | -31.4% | -21.2% |
| 6M | +3.5% | +12.8% | -9.2% | +4.4% |
| YTD | +141.9% | +22.3% | +119.6% | +143.2% |
| 1Y | +189.8% | +26.3% | +163.5% | +190.9% |
| 3Y | +855.4% | +45.0% | +810.3% | +825.1% |
| 5Y | +869.2% | +80.2% | +789.0% | +791.6% |
| All | +3,971.9% | +129.3% | +3,842.7% | +3,623.3% |
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