+265.1%
MU vs ES
-1.6%
+266.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.1% | -9.1% | -6.1% |
| 7D | -19.1% | +5.3% | -24.4% | -17.3% |
| 30D | -25.2% | +8.9% | -34.2% | -22.5% |
| 3M | -10.9% | -1.9% | -9.0% | -10.5% |
| 6M | +38.0% | +3.9% | +34.1% | +40.9% |
| YTD | +178.8% | +8.3% | +170.6% | +184.0% |
| 1Y | +265.1% | -0.1% | +265.3% | +278.5% |
| All | +265.1% | -1.6% | +266.7% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling