+4,277.4%
MU vs EFV
+159.5%
+4,117.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -15.2% | +2.1% | -17.3% | -17.6% |
| 30D | -29.5% | +3.1% | -32.6% | -32.5% |
| 3M | -15.8% | -1.3% | -14.5% | -14.6% |
| 6M | -2.9% | +6.0% | -8.9% | -9.6% |
| YTD | +154.2% | +15.8% | +138.4% | +110.5% |
| 1Y | +186.6% | +21.1% | +165.5% | +124.0% |
| 3Y | +871.5% | +91.0% | +780.5% | +326.9% |
| 5Y | +911.7% | +94.3% | +817.4% | +337.9% |
| 10Y | +4,277.4% | +160.4% | +4,116.9% | +1,421.6% |
| All | +4,277.4% | +159.5% | +4,117.8% | +1,421.6% |
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