+4,277.4%
MU vs EMR
+294.2%
+3,983.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.2% |
| 7D | -15.2% | +0.7% | -15.9% | -15.2% |
| 30D | -29.5% | +3.5% | -33.0% | -31.0% |
| 3M | -15.8% | +5.9% | -21.7% | -19.1% |
| 6M | -2.9% | +19.4% | -22.3% | -13.4% |
| YTD | +154.2% | +27.7% | +126.6% | +111.4% |
| 1Y | +186.6% | +30.9% | +155.7% | +134.5% |
| 3Y | +871.5% | +104.2% | +767.3% | +479.9% |
| 5Y | +911.7% | +89.6% | +822.1% | +529.9% |
| 10Y | +4,277.4% | +280.0% | +3,997.3% | +1,700.8% |
| All | +4,277.4% | +294.2% | +3,983.1% | +1,700.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling