+3,118.2%
MU vs EQX
+244.1%
+2,874.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.5% |
| 7D | +7.5% | +1.7% | +5.8% | +7.2% |
| 30D | +19.4% | +11.1% | +8.3% | +17.4% |
| 3M | +9.8% | +23.1% | -13.3% | +6.4% |
| 6M | +164.1% | -21.8% | +186.0% | +169.2% |
| YTD | +260.3% | -8.1% | +268.4% | +258.3% |
| 1Y | +661.2% | +29.7% | +631.5% | +625.7% |
| 3Y | +1,380.8% | +179.9% | +1,200.9% | +1,177.1% |
| 5Y | +1,346.4% | +82.5% | +1,263.9% | +1,135.7% |
| All | +3,118.2% | +244.1% | +2,874.2% | +3,474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling