+1,315.7%
MU vs EMB
+7.4%
+1,308.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +13.8% | -0.3% | +14.1% | +14.4% |
| 3M | +2.1% | -0.4% | +2.5% | +3.4% |
| 6M | +153.8% | +0.1% | +153.7% | +156.3% |
| YTD | +256.4% | +1.6% | +254.8% | +252.3% |
| 1Y | +719.8% | +5.6% | +714.1% | +666.2% |
| 3Y | +1,360.4% | +29.8% | +1,330.5% | +954.8% |
| All | +1,315.7% | +7.4% | +1,308.3% | +1,195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling