+950.8%
MU vs EMB
+29.8%
+921.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -1.9% |
| 7D | +12.8% | -0.9% | +13.7% | +15.8% |
| 30D | -14.9% | +0.4% | -15.2% | -15.7% |
| 3M | -18.0% | -3.1% | -14.9% | -10.3% |
| 6M | -3.1% | -2.1% | -1.1% | +4.2% |
| YTD | +172.9% | -1.1% | +174.0% | +188.7% |
| 1Y | +228.8% | -0.1% | +228.9% | +239.7% |
| 3Y | +950.8% | +29.6% | +921.3% | +658.8% |
| All | +950.8% | +29.8% | +921.1% | +658.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling