+7,268.2%
MU vs EME
+53,750.9%
-46,482.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +21.6% | +11.3% | +10.3% | +15.7% |
| 30D | -16.2% | -14.6% | -1.7% | -8.9% |
| 3M | -12.4% | -20.4% | +8.1% | -2.0% |
| 6M | +4.2% | -28.3% | +32.5% | +24.9% |
| YTD | +180.0% | +8.6% | +171.4% | +178.2% |
| 1Y | +226.4% | +3.2% | +223.2% | +232.7% |
| 3Y | +969.7% | +216.8% | +753.0% | +555.0% |
| 5Y | +957.9% | +417.5% | +540.5% | +416.2% |
| 10Y | +4,534.6% | +922.2% | +3,612.4% | +1,539.9% |
| All | +7,268.2% | +53,750.9% | -46,482.7% | +1,195.4% |
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 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