+68,550.7%
MU vs ES
+1,275.7%
+67,274.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +2.1% | -19.5% | -18.1% |
| 7D | -29.7% | +5.9% | -35.7% | -31.2% |
| 30D | -37.2% | +10.2% | -47.4% | -39.5% |
| 3M | -26.5% | +0.4% | -26.9% | -27.0% |
| 6M | +2.6% | +6.9% | -4.3% | -1.1% |
| YTD | +130.1% | +10.5% | +119.6% | +118.4% |
| 1Y | +176.7% | +3.2% | +173.5% | +167.8% |
| 3Y | +813.1% | +49.0% | +764.0% | +656.3% |
| 5Y | +822.0% | +4.5% | +817.5% | +752.6% |
| 10Y | +3,936.2% | +92.3% | +3,843.8% | +2,743.0% |
| All | +68,550.7% | +1,275.7% | +67,274.9% | +22,303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling