+1,311.3%
MU vs EQH
+97.5%
+1,213.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.4% |
| 7D | +2.0% | -1.8% | +3.8% | +2.8% |
| 30D | +12.5% | +2.4% | +10.1% | +10.9% |
| 3M | +9.6% | +26.3% | -16.7% | -3.8% |
| 6M | +142.6% | +35.8% | +106.8% | +102.0% |
| YTD | +242.7% | +12.7% | +230.0% | +215.3% |
| 1Y | +599.3% | +2.5% | +596.8% | +578.1% |
| All | +1,311.3% | +97.5% | +1,213.8% | +988.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling