+893.4%
MU vs ELV
+5.8%
+887.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.4% |
| 7D | -12.0% | +1.1% | -13.2% | -12.2% |
| 30D | -28.7% | +1.3% | -30.1% | -28.9% |
| 3M | -16.4% | +6.6% | -23.0% | -17.2% |
| 6M | -1.8% | +11.6% | -13.4% | -3.4% |
| YTD | +157.1% | +21.1% | +136.0% | +147.7% |
| 1Y | +208.5% | +34.2% | +174.3% | +193.3% |
| 3Y | +906.2% | -2.9% | +909.1% | +875.4% |
| 5Y | +893.4% | +4.6% | +888.8% | +789.3% |
| All | +893.4% | +5.8% | +887.6% | +789.3% |
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