+5,744.5%
MU vs EFV
+167.0%
+5,577.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.5% |
| 7D | +2.0% | -2.0% | +4.0% | +4.9% |
| 30D | +12.5% | -0.2% | +12.7% | +12.8% |
| 3M | +9.6% | +9.1% | +0.5% | -2.0% |
| 6M | +142.6% | +11.7% | +130.9% | +111.7% |
| YTD | +242.7% | +17.0% | +225.6% | +181.1% |
| 1Y | +599.3% | +26.7% | +572.6% | +419.7% |
| 3Y | +1,308.3% | +90.2% | +1,218.1% | +524.7% |
| 5Y | +1,263.7% | +96.1% | +1,167.6% | +486.7% |
| All | +5,744.5% | +167.0% | +5,577.5% | +1,880.6% |
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