+265.1%
MU vs EFX
-7.5%
+272.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.4% | -9.4% | -5.6% |
| 7D | -19.1% | +9.2% | -28.3% | -14.5% |
| 30D | -25.2% | +34.8% | -60.0% | -10.2% |
| 3M | -10.9% | +8.8% | -19.7% | -5.3% |
| 6M | +38.0% | +12.3% | +25.7% | +55.4% |
| YTD | +178.8% | -10.6% | +189.4% | +204.6% |
| 1Y | +265.1% | -6.7% | +271.9% | +307.3% |
| All | +265.1% | -7.5% | +272.7% | +307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling