+3,847.4%
MU vs ELV
+2,593.2%
+1,254.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +2.0% | -1.1% | +3.1% | +2.4% |
| 30D | -18.0% | +1.8% | -19.7% | -19.0% |
| 3M | -6.6% | +10.5% | -17.1% | -11.5% |
| 6M | +2.0% | +13.5% | -11.4% | -5.6% |
| YTD | +184.5% | +24.3% | +160.2% | +150.2% |
| 1Y | +236.9% | +38.9% | +197.9% | +182.1% |
| 3Y | +987.0% | -1.5% | +988.4% | +899.0% |
| 5Y | +1,014.6% | +7.3% | +1,007.3% | +852.1% |
| 10Y | +4,609.2% | +268.7% | +4,340.5% | +2,006.9% |
| All | +3,847.4% | +2,593.2% | +1,254.3% | +1,051.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling