+855.4%
MU vs ES
+46.3%
+809.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +4.6% |
| 7D | -22.0% | +1.9% | -23.9% | -21.7% |
| 30D | -36.6% | +7.1% | -43.6% | -35.9% |
| 3M | -21.7% | -1.9% | -19.8% | -21.5% |
| 6M | +3.5% | +4.4% | -0.8% | +4.1% |
| YTD | +141.9% | +7.3% | +134.6% | +143.1% |
| 1Y | +189.8% | +2.1% | +187.7% | +190.8% |
| 3Y | +855.4% | +41.8% | +813.5% | +860.3% |
| All | +855.4% | +46.3% | +809.1% | +860.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling