+228.8%
MU vs ELF
+53.2%
+175.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.2% |
| 7D | +12.8% | +1.6% | +11.2% | +12.5% |
| 30D | -14.9% | +9.1% | -24.0% | -15.9% |
| 3M | -18.0% | +28.2% | -46.2% | -20.6% |
| 6M | -3.1% | +119.5% | -122.7% | -13.8% |
| YTD | +172.9% | +55.2% | +117.7% | +148.9% |
| 1Y | +228.8% | +58.6% | +170.2% | +195.6% |
| All | +228.8% | +53.2% | +175.6% | +195.6% |
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