+265.1%
MU vs ELF
-3.2%
+268.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.9% | -8.9% | -7.2% |
| 7D | -19.1% | -1.5% | -17.6% | -19.0% |
| 30D | -25.2% | +9.5% | -34.8% | -26.0% |
| 3M | -10.9% | +29.4% | -40.3% | -13.4% |
| 6M | +38.0% | +83.7% | -45.7% | +27.7% |
| YTD | +178.8% | +49.4% | +129.4% | +162.8% |
| 1Y | +265.1% | -3.9% | +269.1% | +255.7% |
| All | +265.1% | -3.2% | +268.4% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling