+1,606.6%
MU vs ESTC
+24.6%
+1,581.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | -15.2% | -3.6% | -11.6% | -14.0% |
| 30D | -29.5% | -11.2% | -18.3% | -26.7% |
| 3M | -15.8% | +14.3% | -30.1% | -19.6% |
| 6M | -2.9% | +67.0% | -69.9% | -18.6% |
| YTD | +154.2% | +15.7% | +138.6% | +133.2% |
| 1Y | +186.6% | -6.3% | +192.8% | +179.8% |
| 3Y | +871.5% | +14.5% | +857.0% | +717.1% |
| 5Y | +911.7% | -49.9% | +961.6% | +930.7% |
| All | +1,606.6% | +24.6% | +1,581.9% | +921.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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