+1,879.7%
MU vs EQH
+232.3%
+1,647.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.7% |
| 7D | +9.0% | +5.5% | +3.5% | +5.7% |
| 30D | +13.8% | +3.2% | +10.6% | +11.4% |
| 3M | +2.1% | +32.5% | -30.5% | -13.4% |
| 6M | +153.8% | +33.7% | +120.1% | +111.8% |
| YTD | +256.4% | +13.4% | +242.9% | +223.5% |
| 1Y | +719.8% | +0.6% | +719.2% | +688.1% |
| 3Y | +1,360.4% | +95.1% | +1,265.2% | +868.1% |
| 5Y | +1,312.4% | +92.7% | +1,219.7% | +825.3% |
| All | +1,879.7% | +232.3% | +1,647.4% | +845.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling