+834.9%
MU vs EFV
+87.6%
+747.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +7.1% |
| 7D | -22.0% | -0.7% | -21.4% | -21.4% |
| 30D | -36.6% | +0.9% | -37.5% | -37.5% |
| 3M | -21.7% | -3.6% | -18.2% | -18.0% |
| 6M | +3.5% | +2.5% | +1.0% | +0.8% |
| YTD | +141.9% | +13.2% | +128.7% | +105.3% |
| 1Y | +189.8% | +20.3% | +169.5% | +126.7% |
| 3Y | +855.4% | +84.9% | +770.5% | +338.8% |
| All | +834.9% | +87.6% | +747.3% | +329.0% |
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