+1,319.3%
MU vs EFX
-35.1%
+1,354.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | +7.2% | -7.8% | +15.0% | +9.3% |
| 30D | +14.0% | -5.7% | +19.7% | +15.3% |
| 3M | +5.4% | +2.5% | +2.9% | +1.3% |
| 6M | +170.3% | -16.7% | +187.0% | +179.7% |
| YTD | +250.7% | -20.2% | +270.9% | +264.9% |
| 1Y | +662.1% | -31.4% | +693.5% | +751.7% |
| 3Y | +1,341.2% | -10.5% | +1,351.7% | +1,259.8% |
| 5Y | +1,319.3% | -35.2% | +1,354.6% | +1,430.9% |
| All | +1,319.3% | -35.1% | +1,354.4% | +1,430.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling