+228.8%
MU vs ELV
+34.6%
+194.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +1.0% | +11.8% | +12.9% |
| 30D | -14.9% | +0.4% | -15.2% | -14.7% |
| 3M | -18.0% | +8.4% | -26.4% | -18.1% |
| 6M | -3.1% | +8.4% | -11.5% | -2.4% |
| YTD | +172.9% | +24.4% | +148.5% | +147.9% |
| 1Y | +228.8% | +33.5% | +195.3% | +188.5% |
| All | +228.8% | +34.6% | +194.3% | +188.5% |
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