+8,926.8%
MU vs EMB
+126.0%
+8,800.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | -0.1% | -21.9% | -21.9% |
| 30D | -36.6% | +1.3% | -37.9% | -37.7% |
| 3M | -21.7% | -2.7% | -19.0% | -18.7% |
| 6M | +3.5% | -2.8% | +6.4% | +8.5% |
| YTD | +141.9% | -1.1% | +143.0% | +148.7% |
| 1Y | +189.8% | 0.0% | +189.9% | +194.0% |
| 3Y | +855.4% | +28.8% | +826.6% | +612.3% |
| 5Y | +869.2% | +6.0% | +863.2% | +831.6% |
| 10Y | +4,142.8% | +29.1% | +4,113.7% | +3,239.7% |
| All | +8,926.8% | +126.0% | +8,800.9% | +4,091.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling