+1,319.3%
MU vs EME
+565.5%
+753.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -3.6% |
| 7D | +7.2% | +5.2% | +2.0% | +3.0% |
| 30D | +14.0% | -5.4% | +19.3% | +18.7% |
| 3M | +5.4% | -6.1% | +11.5% | +12.5% |
| 6M | +170.3% | +9.7% | +160.6% | +161.0% |
| YTD | +250.7% | +26.6% | +224.1% | +207.6% |
| 1Y | +662.1% | +24.6% | +637.5% | +563.2% |
| 3Y | +1,341.2% | +249.6% | +1,091.6% | +553.6% |
| 5Y | +1,319.3% | +556.6% | +762.8% | +310.4% |
| All | +1,319.3% | +565.5% | +753.8% | +310.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling