+6,169.9%
MU vs EFX
+38.5%
+6,131.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +3.5% |
| 7D | +7.5% | -9.4% | +16.9% | +11.1% |
| 30D | +19.4% | -6.9% | +26.3% | +21.7% |
| 3M | +9.8% | +0.1% | +9.7% | +5.6% |
| 6M | +164.1% | -17.3% | +181.5% | +172.4% |
| YTD | +260.3% | -21.8% | +282.1% | +275.3% |
| 1Y | +661.2% | -32.5% | +693.7% | +748.1% |
| 3Y | +1,380.8% | -12.3% | +1,393.2% | +1,306.3% |
| 5Y | +1,346.4% | -36.6% | +1,383.0% | +1,473.3% |
| 10Y | +6,169.9% | +41.0% | +6,128.9% | +4,163.1% |
| All | +6,169.9% | +38.5% | +6,131.4% | +4,163.1% |
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