+1,315.7%
MU vs EL
-67.1%
+1,382.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +5.1% |
| 7D | +9.0% | +0.8% | +8.2% | +8.7% |
| 30D | +13.8% | +19.8% | -6.0% | +6.1% |
| 3M | +2.1% | +25.7% | -23.6% | -6.9% |
| 6M | +153.8% | +5.4% | +148.4% | +144.2% |
| YTD | +256.4% | +0.2% | +256.2% | +243.3% |
| 1Y | +719.8% | +20.4% | +699.3% | +630.0% |
| 3Y | +1,360.4% | -32.1% | +1,392.5% | +1,400.7% |
| All | +1,315.7% | -67.1% | +1,382.8% | +2,080.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling