+265.1%
MU vs EME
-3.1%
+268.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -9.6% | +2.6% | +3.0% |
| 7D | -19.1% | -5.8% | -13.3% | -14.4% |
| 30D | -25.2% | -17.9% | -7.3% | -9.4% |
| 3M | -10.9% | -22.0% | +11.1% | +13.7% |
| 6M | +38.0% | -29.7% | +67.7% | +103.8% |
| YTD | +178.8% | +4.7% | +174.1% | +158.2% |
| 1Y | +265.1% | -2.1% | +267.3% | +278.1% |
| All | +265.1% | -3.1% | +268.2% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling