+1,625.5%
MU vs ESTC
+28.9%
+1,596.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +4.9% |
| 7D | -12.0% | -1.2% | -10.9% | -11.4% |
| 30D | -28.7% | -8.1% | -20.6% | -26.6% |
| 3M | -16.4% | +20.2% | -36.6% | -21.4% |
| 6M | -1.8% | +72.7% | -74.5% | -18.5% |
| YTD | +157.1% | +19.6% | +137.4% | +133.5% |
| 1Y | +208.5% | +0.3% | +208.2% | +195.2% |
| 3Y | +906.2% | +22.8% | +883.3% | +727.8% |
| 5Y | +893.4% | -50.9% | +944.3% | +922.9% |
| All | +1,625.5% | +28.9% | +1,596.5% | +922.8% |
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