+906.2%
MU vs ELV
-3.3%
+909.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.2% |
| 7D | -12.0% | +1.1% | -13.2% | -12.0% |
| 30D | -28.7% | +1.3% | -30.1% | -28.8% |
| 3M | -16.4% | +6.6% | -23.0% | -16.7% |
| 6M | -1.8% | +11.6% | -13.4% | -2.4% |
| YTD | +157.1% | +21.1% | +136.0% | +150.5% |
| 1Y | +208.5% | +34.2% | +174.3% | +199.2% |
| 3Y | +906.2% | -2.9% | +909.1% | +879.9% |
| All | +906.2% | -3.3% | +909.5% | +879.9% |
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