+1,364.7%
MU vs EME
+240.5%
+1,124.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +4.7% |
| 7D | +9.0% | +1.9% | +7.1% | +7.3% |
| 30D | +13.8% | -8.3% | +22.1% | +22.0% |
| 3M | +2.1% | -10.7% | +12.8% | +14.2% |
| 6M | +153.8% | +1.9% | +151.9% | +158.8% |
| YTD | +256.4% | +23.5% | +232.9% | +217.5% |
| 1Y | +719.8% | +18.0% | +701.8% | +635.4% |
| All | +1,364.7% | +240.5% | +1,124.2% | +733.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling