+4,407.5%
MU vs EFX
+80.5%
+4,327.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +12.8% | -0.8% | +13.6% | +13.1% |
| 30D | -14.9% | +25.1% | -40.0% | -22.2% |
| 3M | -18.0% | +1.7% | -19.7% | -20.1% |
| 6M | -3.1% | +18.4% | -21.5% | -14.2% |
| YTD | +172.9% | -12.5% | +185.4% | +169.4% |
| 1Y | +228.8% | -8.1% | +236.9% | +216.1% |
| 3Y | +950.8% | +4.8% | +946.1% | +818.6% |
| 5Y | +931.3% | -30.1% | +961.4% | +973.9% |
| All | +4,407.5% | +80.5% | +4,327.0% | +2,535.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling