+950.8%
MU vs EMR
+102.7%
+848.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | +12.8% | +2.5% | +10.3% | +10.4% |
| 30D | -14.9% | +3.3% | -18.1% | -16.8% |
| 3M | -18.0% | +1.7% | -19.7% | -19.0% |
| 6M | -3.1% | +21.7% | -24.8% | -16.8% |
| YTD | +172.9% | +26.8% | +146.1% | +117.0% |
| 1Y | +228.8% | +31.6% | +197.3% | +153.3% |
| 3Y | +950.8% | +102.5% | +848.3% | +488.3% |
| All | +950.8% | +102.7% | +848.2% | +488.3% |
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