+4,277.4%
MU vs EFX
+69.3%
+4,208.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -15.2% | +0.3% | -15.5% | -15.4% |
| 30D | -29.5% | +29.1% | -58.6% | -36.4% |
| 3M | -15.8% | +4.3% | -20.0% | -18.6% |
| 6M | -2.9% | +7.7% | -10.6% | -10.5% |
| YTD | +154.2% | -12.5% | +166.7% | +151.0% |
| 1Y | +186.6% | -8.8% | +195.4% | +176.4% |
| 3Y | +871.5% | +4.3% | +867.1% | +751.6% |
| 5Y | +911.7% | -29.4% | +941.1% | +948.2% |
| 10Y | +4,277.4% | +78.1% | +4,199.2% | +2,540.5% |
| All | +4,277.4% | +69.3% | +4,208.0% | +2,540.5% |
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