+2,953.8%
MU vs EQX
+232.0%
+2,721.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | -4.1% | -3.2% | -0.9% | -3.6% |
| 30D | +7.0% | +7.8% | -0.7% | +5.7% |
| 3M | -2.1% | +21.3% | -23.4% | -4.9% |
| 6M | +133.1% | -22.4% | +155.5% | +138.0% |
| YTD | +241.9% | -11.3% | +253.2% | +241.7% |
| 1Y | +548.8% | +13.5% | +535.2% | +528.5% |
| 3Y | +1,308.2% | +162.1% | +1,146.1% | +1,124.2% |
| 5Y | +1,260.7% | +84.2% | +1,176.5% | +1,064.5% |
| All | +2,953.8% | +232.0% | +2,721.8% | +3,309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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