+938.2%
MU vs ES
+6.6%
+931.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | +12.8% | +2.7% | +10.1% | +12.9% |
| 30D | -14.9% | +7.6% | -22.4% | -14.8% |
| 3M | -18.0% | +0.5% | -18.5% | -17.9% |
| 6M | -3.1% | +7.6% | -10.7% | -3.5% |
| YTD | +172.9% | +10.2% | +162.7% | +170.9% |
| 1Y | +228.8% | +1.8% | +227.0% | +228.3% |
| 3Y | +950.8% | +55.4% | +895.5% | +884.3% |
| All | +938.2% | +6.6% | +931.7% | +935.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling