+6,169.9%
MU vs EME
+1,266.0%
+4,904.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +4.4% |
| 7D | +7.5% | +2.7% | +4.8% | +5.4% |
| 30D | +19.4% | -6.8% | +26.2% | +25.0% |
| 3M | +9.8% | -8.8% | +18.7% | +19.0% |
| 6M | +164.1% | +5.0% | +159.2% | +163.2% |
| YTD | +260.3% | +23.5% | +236.8% | +224.6% |
| 1Y | +661.2% | +21.3% | +639.9% | +584.9% |
| 3Y | +1,380.8% | +241.1% | +1,139.8% | +601.9% |
| 5Y | +1,346.4% | +549.2% | +797.2% | +355.9% |
| 10Y | +6,169.9% | +1,306.4% | +4,863.5% | +1,208.4% |
| All | +6,169.9% | +1,266.0% | +4,904.0% | +1,208.4% |
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