+265.1%
MU vs ELV
+42.6%
+222.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.9% | -11.9% | -6.6% |
| 7D | -19.1% | +4.8% | -23.9% | -18.7% |
| 30D | -25.2% | +10.1% | -35.3% | -24.9% |
| 3M | -10.9% | +15.4% | -26.3% | -10.9% |
| 6M | +38.0% | +17.7% | +20.3% | +38.2% |
| YTD | +178.8% | +25.7% | +153.2% | +163.4% |
| 1Y | +265.1% | +39.9% | +225.3% | +246.6% |
| All | +265.1% | +42.6% | +222.5% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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