+5,874.3%
MU vs EMR
+270.3%
+5,604.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +4.8% |
| 7D | +9.0% | -1.5% | +10.5% | +10.2% |
| 30D | +13.8% | -5.6% | +19.4% | +18.6% |
| 3M | +2.1% | +7.9% | -5.9% | -2.4% |
| 6M | +153.8% | +6.0% | +147.8% | +146.1% |
| YTD | +256.4% | +16.4% | +239.9% | +216.6% |
| 1Y | +719.8% | +16.6% | +703.1% | +626.7% |
| 3Y | +1,360.4% | +62.9% | +1,297.5% | +920.6% |
| 5Y | +1,312.4% | +60.1% | +1,252.3% | +889.3% |
| All | +5,874.3% | +270.3% | +5,604.0% | +2,475.7% |
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