+84,752.4%
MU vs ED
+2,474.3%
+82,278.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.9% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | -18.0% | +11.2% | -29.1% | -20.8% |
| 3M | -6.6% | +11.8% | -18.4% | -10.1% |
| 6M | +2.0% | +14.1% | -12.0% | -3.2% |
| YTD | +184.5% | +23.0% | +161.5% | +162.2% |
| 1Y | +236.9% | +23.7% | +213.2% | +209.2% |
| 3Y | +987.0% | +47.7% | +939.2% | +802.8% |
| 5Y | +1,014.6% | +82.6% | +932.0% | +737.5% |
| 10Y | +4,609.2% | +141.8% | +4,467.4% | +2,871.2% |
| All | +84,752.4% | +2,474.3% | +82,278.1% | +17,957.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling