+5,975.2%
MU vs ED
+101.3%
+5,873.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.0% |
| 7D | +9.0% | -0.2% | +9.2% | +9.0% |
| 30D | +13.8% | -0.1% | +14.0% | +13.8% |
| 3M | +2.1% | +3.9% | -1.8% | +2.1% |
| 6M | +153.8% | -3.0% | +156.8% | +154.0% |
| YTD | +256.4% | +10.7% | +245.7% | +255.1% |
| 1Y | +719.8% | +13.3% | +706.4% | +715.1% |
| 3Y | +1,360.4% | +34.5% | +1,325.9% | +1,291.9% |
| 5Y | +1,312.4% | +67.1% | +1,245.3% | +1,174.8% |
| All | +5,975.2% | +101.3% | +5,873.9% | +5,278.9% |
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