+822.0%
MU vs ES
+5.0%
+817.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +2.1% | -19.5% | -17.4% |
| 7D | -29.7% | +5.9% | -35.7% | -29.7% |
| 30D | -37.2% | +10.2% | -47.4% | -37.2% |
| 3M | -26.5% | +0.4% | -26.9% | -26.3% |
| 6M | +2.6% | +6.9% | -4.3% | +2.3% |
| YTD | +130.1% | +10.5% | +119.6% | +128.6% |
| 1Y | +176.7% | +3.2% | +173.5% | +176.0% |
| 3Y | +813.1% | +49.0% | +764.0% | +765.7% |
| 5Y | +822.0% | +4.5% | +817.5% | +845.8% |
| All | +822.0% | +5.0% | +817.0% | +845.8% |
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