+855.4%
MU vs EMR
+85.7%
+769.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.3% |
| 7D | -22.0% | -1.6% | -20.4% | -20.5% |
| 30D | -36.6% | +2.0% | -38.5% | -37.3% |
| 3M | -21.7% | +3.8% | -25.5% | -24.1% |
| 6M | +3.5% | +10.5% | -7.0% | -3.7% |
| YTD | +141.9% | +23.7% | +118.2% | +97.8% |
| 1Y | +189.8% | +25.4% | +164.4% | +134.6% |
| 3Y | +855.4% | +86.6% | +768.8% | +499.5% |
| All | +855.4% | +85.7% | +769.7% | +499.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling