+4,407.5%
MU vs EFV
+163.3%
+4,244.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -3.0% |
| 7D | +12.8% | +2.5% | +10.3% | +9.1% |
| 30D | -14.9% | +2.9% | -17.8% | -18.3% |
| 3M | -18.0% | -1.4% | -16.6% | -16.8% |
| 6M | -3.1% | +5.5% | -8.7% | -9.3% |
| YTD | +172.9% | +16.1% | +156.8% | +125.3% |
| 1Y | +228.8% | +20.3% | +208.6% | +159.5% |
| 3Y | +950.8% | +90.4% | +860.4% | +363.3% |
| 5Y | +931.3% | +93.5% | +837.8% | +348.6% |
| All | +4,407.5% | +163.3% | +4,244.2% | +1,425.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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