+1,319.3%
MU vs EFV
+96.3%
+1,223.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.6% |
| 7D | +7.2% | +1.0% | +6.2% | +5.6% |
| 30D | +14.0% | +0.2% | +13.8% | +13.7% |
| 3M | +5.4% | +9.6% | -4.2% | -6.8% |
| 6M | +170.3% | +14.0% | +156.2% | +128.0% |
| YTD | +250.7% | +18.5% | +232.2% | +180.9% |
| 1Y | +662.1% | +27.9% | +634.2% | +453.7% |
| 3Y | +1,341.2% | +92.4% | +1,248.8% | +531.5% |
| 5Y | +1,319.3% | +97.2% | +1,222.2% | +518.8% |
| All | +1,319.3% | +96.3% | +1,223.0% | +518.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling