+106,206.6%
MU vs EFX
+6,408.3%
+99,798.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.4% | +12.5% | +8.9% |
| 7D | +9.0% | -8.6% | +17.6% | +13.0% |
| 30D | +13.8% | +0.1% | +13.7% | +12.9% |
| 3M | +2.1% | +3.8% | -1.8% | -3.8% |
| 6M | +153.8% | -13.5% | +167.3% | +155.7% |
| YTD | +256.4% | -17.7% | +274.1% | +261.2% |
| 1Y | +719.8% | -25.6% | +745.3% | +765.7% |
| 3Y | +1,360.4% | -12.1% | +1,372.5% | +1,294.1% |
| 5Y | +1,312.4% | -33.8% | +1,346.2% | +1,409.3% |
| 10Y | +6,142.6% | +45.1% | +6,097.4% | +4,293.2% |
| All | +106,206.6% | +6,408.3% | +99,798.4% | +23,436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling