+186.6%
MU vs ED
+25.7%
+160.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | +0.1% |
| 7D | -15.2% | +2.1% | -17.3% | -11.6% |
| 30D | -29.5% | +12.4% | -41.9% | -14.1% |
| 3M | -15.8% | +13.1% | -28.9% | +3.7% |
| 6M | -2.9% | +14.1% | -16.9% | +23.8% |
| YTD | +154.2% | +23.1% | +131.2% | +257.8% |
| 1Y | +186.6% | +25.4% | +161.1% | +317.3% |
| All | +186.6% | +25.7% | +160.9% | +317.3% |
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 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