+1,799.2%
MU vs EQH
+234.7%
+1,564.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.0% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | +7.0% | +2.8% | +4.2% | +5.1% |
| 3M | -2.1% | +23.1% | -25.1% | -13.5% |
| 6M | +133.1% | +41.4% | +91.7% | +88.5% |
| YTD | +241.9% | +14.3% | +227.6% | +209.0% |
| 1Y | +548.8% | +1.6% | +547.2% | +520.0% |
| 3Y | +1,308.2% | +102.7% | +1,205.5% | +814.1% |
| 5Y | +1,260.7% | +104.5% | +1,156.2% | +763.5% |
| All | +1,799.2% | +234.7% | +1,564.5% | +803.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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