+995.4%
MU vs EL
+3.5%
+991.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.0% | +12.9% | +12.2% |
| 7D | +2.0% | +0.3% | +1.8% | +2.2% |
| 30D | -18.0% | +12.3% | -30.2% | -20.5% |
| 3M | -6.6% | +28.4% | -35.0% | -13.4% |
| 6M | +2.0% | +36.7% | -34.7% | -8.2% |
| YTD | +184.5% | +8.4% | +176.1% | +170.0% |
| 1Y | +236.9% | +25.4% | +211.5% | +204.1% |
| All | +995.4% | +3.5% | +991.9% | +807.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling