+1,307.7%
MU vs ELV
+16.2%
+1,291.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +7.2% | -0.3% | +7.4% | +7.2% |
| 30D | +14.0% | +2.0% | +12.0% | +13.6% |
| 3M | +5.4% | -3.5% | +8.9% | +5.8% |
| 6M | +170.3% | +40.2% | +130.1% | +157.8% |
| YTD | +250.7% | +15.8% | +234.8% | +239.9% |
| 1Y | +662.1% | +33.2% | +628.9% | +626.2% |
| 3Y | +1,341.2% | -6.2% | +1,347.4% | +1,303.2% |
| All | +1,307.7% | +16.2% | +1,291.4% | +1,151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling