+4,271.9%
MU vs ES
+82.6%
+4,189.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.3% |
| 7D | -12.0% | -0.1% | -12.0% | -12.2% |
| 30D | -28.7% | +5.7% | -34.5% | -29.6% |
| 3M | -16.4% | -2.8% | -13.6% | -16.3% |
| 6M | -1.8% | +7.0% | -8.8% | -3.9% |
| YTD | +157.1% | +6.8% | +150.3% | +150.9% |
| 1Y | +208.5% | -0.5% | +209.0% | +204.9% |
| 3Y | +906.2% | +47.2% | +859.0% | +790.5% |
| 5Y | +893.4% | +2.3% | +891.1% | +861.9% |
| 10Y | +4,271.9% | +85.6% | +4,186.2% | +4,120.9% |
| All | +4,271.9% | +82.6% | +4,189.3% | +4,120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling