+201.1%
MU vs ELV
+42.8%
+158.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -0.9% |
| 7D | -15.2% | +3.8% | -19.0% | -15.0% |
| 30D | -29.5% | +4.1% | -33.6% | -29.5% |
| 3M | -15.8% | +8.5% | -24.3% | -15.9% |
| 6M | -2.9% | +14.6% | -17.5% | -3.4% |
| YTD | +154.2% | +24.4% | +129.9% | +131.4% |
| All | +201.1% | +42.8% | +158.2% | +153.1% |
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 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