+3,971.9%
MU vs EMB
+28.9%
+3,943.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | -0.1% | -21.9% | -21.8% |
| 30D | -36.6% | +1.3% | -37.9% | -38.0% |
| 3M | -21.7% | -2.2% | -19.5% | -18.7% |
| 6M | +3.5% | -2.3% | +5.9% | +8.7% |
| YTD | +141.9% | -0.6% | +142.6% | +148.2% |
| 1Y | +189.8% | +0.5% | +189.4% | +192.5% |
| 3Y | +855.4% | +29.4% | +826.0% | +566.6% |
| 5Y | +869.2% | +6.5% | +862.7% | +838.3% |
| All | +3,971.9% | +28.9% | +3,943.0% | +3,018.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling