+855.4%
MU vs ESTC
+18.0%
+837.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.7% |
| 7D | -22.0% | -11.5% | -10.5% | -20.2% |
| 30D | -36.6% | -7.5% | -29.0% | -35.5% |
| 3M | -21.7% | +23.1% | -44.8% | -24.5% |
| 6M | +3.5% | +75.3% | -71.7% | -7.4% |
| YTD | +141.9% | +14.1% | +127.8% | +134.9% |
| 1Y | +189.8% | -0.6% | +190.4% | +190.4% |
| 3Y | +855.4% | +20.8% | +834.6% | +858.2% |
| All | +855.4% | +18.0% | +837.4% | +858.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling