+855.4%
MU vs ELF
+18.9%
+836.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +3.9% |
| 7D | -22.0% | +4.0% | -26.0% | -22.5% |
| 30D | -36.6% | +10.6% | -47.1% | -37.8% |
| 3M | -21.7% | +25.8% | -47.5% | -25.4% |
| 6M | +3.5% | +89.1% | -85.5% | -10.4% |
| YTD | +141.9% | +52.7% | +89.2% | +116.3% |
| 1Y | +189.8% | +51.7% | +138.1% | +159.0% |
| 3Y | +855.4% | +14.2% | +841.2% | +743.2% |
| All | +855.4% | +18.9% | +836.5% | +743.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling