+661.2%
MU vs EFX
-32.8%
+693.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +1.7% |
| 7D | +7.5% | -9.4% | +16.9% | +2.4% |
| 30D | +19.4% | -6.9% | +26.3% | +15.7% |
| 3M | +9.8% | +0.1% | +9.7% | +12.9% |
| 6M | +164.1% | -17.3% | +181.5% | +168.5% |
| YTD | +260.3% | -21.8% | +282.1% | +270.2% |
| 1Y | +661.2% | -32.5% | +693.7% | +723.2% |
| All | +661.2% | -32.8% | +693.9% | +723.2% |
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