+995.4%
MU vs EME
+219.6%
+775.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.3% | +8.6% | +9.1% |
| 7D | +2.0% | +4.3% | -2.3% | -0.5% |
| 30D | -18.0% | -14.4% | -3.6% | -6.0% |
| 3M | -6.6% | -18.3% | +11.8% | +10.0% |
| 6M | +2.0% | -28.3% | +30.4% | +35.8% |
| YTD | +184.5% | +9.2% | +175.2% | +177.5% |
| 1Y | +236.9% | +4.3% | +232.6% | +240.2% |
| All | +995.4% | +219.6% | +775.7% | +478.0% |
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