+6,169.9%
MU vs ELV
+257.3%
+5,912.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +3.1% |
| 7D | +7.5% | -2.2% | +9.7% | +8.2% |
| 30D | +19.4% | -0.2% | +19.6% | +19.2% |
| 3M | +9.8% | -6.1% | +15.9% | +11.4% |
| 6M | +164.1% | +42.8% | +121.3% | +131.7% |
| YTD | +260.3% | +14.4% | +245.9% | +236.7% |
| 1Y | +661.2% | +28.6% | +632.6% | +580.7% |
| 3Y | +1,380.8% | -7.4% | +1,388.3% | +1,322.9% |
| 5Y | +1,346.4% | +14.5% | +1,331.9% | +1,110.0% |
| 10Y | +6,169.9% | +257.4% | +5,912.5% | +3,429.1% |
| All | +6,169.9% | +257.3% | +5,912.6% | +3,429.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling