+662.1%
MU vs ELF
-23.1%
+685.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.0% |
| 7D | +7.2% | -1.2% | +8.3% | +7.3% |
| 30D | +14.0% | +5.9% | +8.1% | +13.1% |
| 3M | +5.4% | +99.5% | -94.1% | -5.3% |
| 6M | +170.3% | +26.5% | +143.7% | +159.4% |
| YTD | +250.7% | +37.2% | +213.5% | +229.5% |
| 1Y | +662.1% | -24.4% | +686.5% | +701.8% |
| All | +662.1% | -23.1% | +685.2% | +701.8% |
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