+3,971.9%
MU vs EL
+56.3%
+3,915.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.2% |
| 7D | -22.0% | +0.8% | -22.8% | -22.2% |
| 30D | -36.6% | +16.5% | -53.1% | -40.7% |
| 3M | -21.7% | +29.2% | -50.9% | -31.1% |
| 6M | +3.5% | +27.9% | -24.4% | -10.1% |
| YTD | +141.9% | +6.2% | +135.7% | +123.3% |
| 1Y | +189.8% | +27.2% | +162.7% | +144.6% |
| 3Y | +855.4% | +3.2% | +852.2% | +695.1% |
| 5Y | +869.2% | -66.0% | +935.2% | +1,426.1% |
| All | +3,971.9% | +56.3% | +3,915.7% | +2,561.7% |
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