+4,108.9%
MU vs ELV
+269.2%
+3,839.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.9% |
| 7D | -15.2% | +3.8% | -19.0% | -16.3% |
| 30D | -29.5% | +4.1% | -33.6% | -30.7% |
| 3M | -15.8% | +8.5% | -24.3% | -18.7% |
| 6M | -2.9% | +14.6% | -17.5% | -8.7% |
| YTD | +154.2% | +24.4% | +129.9% | +129.8% |
| 1Y | +186.6% | +44.2% | +142.3% | +145.5% |
| 3Y | +871.5% | -1.4% | +872.9% | +812.9% |
| 5Y | +911.7% | +8.8% | +902.9% | +776.7% |
| All | +4,108.9% | +269.2% | +3,839.7% | +2,421.2% |
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