+4,277.4%
MU vs ELF
+357.0%
+3,920.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -15.2% | +6.3% | -21.5% | -16.3% |
| 30D | -29.5% | +8.5% | -38.0% | -30.7% |
| 3M | -15.8% | +24.4% | -40.2% | -20.0% |
| 6M | -2.9% | +94.7% | -97.6% | -18.2% |
| YTD | +154.2% | +55.9% | +98.4% | +122.5% |
| 1Y | +186.6% | +48.4% | +138.2% | +153.4% |
| 3Y | +871.5% | +24.6% | +846.9% | +698.1% |
| 5Y | +911.7% | +285.0% | +626.7% | +477.4% |
| 10Y | +4,277.4% | +357.2% | +3,920.2% | +1,919.7% |
| All | +4,277.4% | +357.0% | +3,920.3% | +1,919.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling