+228.8%
MU vs EFX
-7.6%
+236.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.1% |
| 7D | +12.8% | -0.8% | +13.6% | +12.3% |
| 30D | -14.9% | +25.1% | -40.0% | -2.3% |
| 3M | -18.0% | +1.7% | -19.7% | -16.3% |
| 6M | -3.1% | +18.4% | -21.5% | +9.7% |
| YTD | +172.9% | -12.5% | +185.4% | +196.2% |
| 1Y | +228.8% | -8.1% | +236.9% | +262.4% |
| All | +228.8% | -7.6% | +236.5% | +262.4% |
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