+4,277.4%
MU vs EL
+60.9%
+4,216.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -15.2% | +7.6% | -22.8% | -17.8% |
| 30D | -29.5% | +15.7% | -45.2% | -33.9% |
| 3M | -15.8% | +30.5% | -46.3% | -26.1% |
| 6M | -2.9% | +32.5% | -35.4% | -17.0% |
| YTD | +154.2% | +9.4% | +144.8% | +131.7% |
| 1Y | +186.6% | +28.4% | +158.2% | +141.1% |
| 3Y | +871.5% | +4.4% | +867.0% | +707.3% |
| 5Y | +911.7% | -64.5% | +976.2% | +1,460.4% |
| 10Y | +4,277.4% | +64.9% | +4,212.5% | +2,651.3% |
| All | +4,277.4% | +60.9% | +4,216.5% | +2,651.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling