+236.9%
MU vs ED
+24.8%
+212.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.8% |
| 7D | +2.0% | -0.9% | +2.9% | +1.0% |
| 30D | -18.0% | +11.2% | -29.1% | -1.8% |
| 3M | -6.6% | +11.8% | -18.4% | +12.7% |
| 6M | +2.0% | +14.1% | -12.0% | +29.7% |
| YTD | +184.5% | +23.0% | +161.5% | +294.6% |
| 1Y | +236.9% | +23.7% | +213.2% | +377.9% |
| All | +236.9% | +24.8% | +212.0% | +377.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling