+3,691.9%
MU vs EL
+1,685.7%
+2,006.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +4.8% |
| 7D | +9.0% | +0.8% | +8.2% | +8.7% |
| 30D | +13.8% | +19.8% | -6.0% | +4.2% |
| 3M | +2.1% | +25.7% | -23.6% | -9.0% |
| 6M | +153.8% | +5.4% | +148.4% | +140.7% |
| YTD | +256.4% | +0.2% | +256.2% | +239.2% |
| 1Y | +719.8% | +20.4% | +699.3% | +613.3% |
| 3Y | +1,360.4% | -32.1% | +1,392.5% | +1,393.7% |
| 5Y | +1,312.4% | -67.2% | +1,379.6% | +1,889.7% |
| 10Y | +6,142.6% | +31.7% | +6,110.8% | +4,634.0% |
| All | +3,691.9% | +1,685.7% | +2,006.2% | +1,017.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling