+5,826.7%
MU vs ELF
+357.0%
+5,469.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +5.6% |
| 7D | +9.0% | +5.4% | +3.6% | +7.7% |
| 30D | +13.8% | +27.0% | -13.2% | +7.3% |
| 3M | +2.1% | +113.2% | -111.1% | -15.3% |
| 6M | +153.8% | +36.6% | +117.2% | +131.1% |
| YTD | +256.4% | +44.2% | +212.2% | +217.6% |
| 1Y | +719.8% | -18.0% | +737.7% | +715.4% |
| 3Y | +1,360.4% | -19.9% | +1,380.3% | +1,231.7% |
| 5Y | +1,312.4% | +257.7% | +1,054.7% | +724.7% |
| All | +5,826.7% | +357.0% | +5,469.8% | +2,689.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling