+4,609.2%
MU vs EME
+948.4%
+3,660.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.3% | +8.6% | +9.6% |
| 7D | +2.0% | +4.3% | -2.3% | 0.0% |
| 30D | -18.0% | -14.4% | -3.6% | -8.0% |
| 3M | -6.6% | -18.3% | +11.8% | +7.3% |
| 6M | +2.0% | -28.3% | +30.4% | +30.6% |
| YTD | +184.5% | +9.2% | +175.2% | +178.8% |
| 1Y | +236.9% | +4.3% | +232.6% | +240.7% |
| 3Y | +987.0% | +218.6% | +768.3% | +440.9% |
| 5Y | +1,014.6% | +421.0% | +593.6% | +301.2% |
| 10Y | +4,609.2% | +928.3% | +3,680.9% | +980.5% |
| All | +4,609.2% | +948.4% | +3,660.8% | +980.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling