+938.2%
MU vs ED
+85.1%
+853.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -1.8% |
| 7D | +12.8% | +2.1% | +10.7% | +14.0% |
| 30D | -14.9% | +10.4% | -25.3% | -10.0% |
| 3M | -18.0% | +12.5% | -30.6% | -12.5% |
| 6M | -3.1% | +14.9% | -18.0% | +5.2% |
| YTD | +172.9% | +24.8% | +148.1% | +204.3% |
| 1Y | +228.8% | +23.8% | +205.0% | +266.6% |
| 3Y | +950.8% | +51.6% | +899.2% | +1,070.1% |
| All | +938.2% | +85.1% | +853.1% | +1,014.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling