+1,371.2%
MU vs EFV
+93.8%
+1,277.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.3% |
| 7D | +9.0% | +1.5% | +7.5% | +6.3% |
| 30D | +13.8% | +1.7% | +12.1% | +10.5% |
| 3M | +2.1% | +8.6% | -6.6% | -9.9% |
| 6M | +153.8% | +11.7% | +142.1% | +115.7% |
| YTD | +256.4% | +19.3% | +237.1% | +172.6% |
| 1Y | +719.8% | +30.2% | +689.5% | +450.9% |
| All | +1,371.2% | +93.8% | +1,277.5% | +498.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling