+13,197.3%
MU vs EMB
+132.1%
+13,065.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 3M | +2.1% | -0.4% | +2.5% | +3.2% |
| 6M | +153.8% | +0.1% | +153.7% | +156.1% |
| YTD | +256.4% | +1.6% | +254.8% | +253.1% |
| 1Y | +719.8% | +5.6% | +714.1% | +673.8% |
| 3Y | +1,360.4% | +29.8% | +1,330.5% | +974.8% |
| 5Y | +1,312.4% | +7.3% | +1,305.1% | +1,232.5% |
| 10Y | +6,142.6% | +30.4% | +6,112.1% | +4,727.7% |
| All | +13,197.3% | +132.1% | +13,065.2% | +5,850.9% |
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