+1,364.7%
MU vs ELV
-5.1%
+1,369.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.2% |
| 7D | +9.0% | +3.3% | +5.7% | +8.8% |
| 30D | +13.8% | +4.2% | +9.7% | +13.5% |
| 3M | +2.1% | -0.1% | +2.2% | +2.3% |
| 6M | +153.8% | +41.3% | +112.6% | +147.7% |
| YTD | +256.4% | +17.4% | +239.0% | +248.3% |
| 1Y | +719.8% | +35.1% | +684.7% | +698.9% |
| All | +1,364.7% | -5.1% | +1,369.8% | +1,367.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling