+72,065.9%
MU vs EFX
+6,869.2%
+65,196.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +6.1% |
| 7D | -22.0% | +2.7% | -24.7% | -23.2% |
| 30D | -36.6% | +33.1% | -69.7% | -44.9% |
| 3M | -21.7% | +8.2% | -29.9% | -26.4% |
| 6M | +3.5% | +10.2% | -6.6% | -7.3% |
| YTD | +141.9% | -11.8% | +153.8% | +133.4% |
| 1Y | +189.8% | -6.1% | +195.9% | +170.8% |
| 3Y | +855.4% | +7.5% | +847.9% | +719.5% |
| 5Y | +869.2% | -30.7% | +899.9% | +899.3% |
| 10Y | +4,142.8% | +68.7% | +4,074.1% | +2,636.3% |
| All | +72,065.9% | +6,869.2% | +65,196.7% | +15,108.7% |
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