+855.4%
MU vs EFX
+7.5%
+847.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.2% |
| 7D | -22.0% | +2.7% | -24.7% | -22.1% |
| 30D | -36.6% | +33.1% | -69.7% | -37.8% |
| 3M | -21.7% | +8.2% | -29.9% | -22.2% |
| 6M | +3.5% | +10.2% | -6.6% | +1.2% |
| YTD | +141.9% | -11.8% | +153.8% | +152.6% |
| 1Y | +189.8% | -6.1% | +195.9% | +192.2% |
| 3Y | +855.4% | +7.5% | +847.9% | +758.2% |
| All | +855.4% | +7.5% | +847.9% | +758.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling