+9,279.8%
MU vs EME
+61,143.6%
-51,863.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.3% |
| 7D | +9.0% | +1.9% | +7.1% | +8.0% |
| 30D | +13.8% | -8.3% | +22.1% | +18.6% |
| 3M | +2.1% | -10.7% | +12.8% | +10.0% |
| 6M | +153.8% | +1.9% | +151.9% | +158.0% |
| YTD | +256.4% | +23.5% | +232.9% | +232.0% |
| 1Y | +719.8% | +18.0% | +701.8% | +675.5% |
| 3Y | +1,360.4% | +236.1% | +1,124.3% | +760.9% |
| 5Y | +1,312.4% | +527.9% | +784.5% | +526.0% |
| 10Y | +6,142.6% | +1,252.8% | +4,889.8% | +1,840.5% |
| All | +9,279.8% | +61,143.6% | -51,863.7% | +1,445.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling