+4,407.5%
MU vs ES
+98.2%
+4,309.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +12.8% | +2.7% | +10.1% | +12.4% |
| 30D | -14.9% | +7.6% | -22.4% | -16.0% |
| 3M | -18.0% | +0.5% | -18.5% | -18.3% |
| 6M | -3.1% | +7.6% | -10.7% | -5.1% |
| YTD | +172.9% | +10.2% | +162.7% | +165.2% |
| 1Y | +228.8% | +1.8% | +227.0% | +224.3% |
| 3Y | +950.8% | +55.4% | +895.5% | +820.0% |
| 5Y | +931.3% | +7.3% | +923.9% | +889.2% |
| All | +4,407.5% | +98.2% | +4,309.3% | +4,162.5% |
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 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