+938.2%
MU vs EMR
+87.8%
+850.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +12.8% | +2.8% | +9.9% | +10.1% |
| 30D | -14.9% | +3.7% | -18.5% | -17.0% |
| 3M | -18.0% | +2.0% | -20.1% | -19.2% |
| 6M | -3.1% | +22.1% | -25.2% | -16.5% |
| YTD | +172.9% | +27.2% | +145.7% | +120.2% |
| 1Y | +228.8% | +32.0% | +196.8% | +157.7% |
| 3Y | +950.8% | +103.3% | +847.6% | +480.3% |
| All | +938.2% | +87.8% | +850.5% | +487.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling