+1,362.4%
MU vs ESTC
+25.2%
+1,337.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.5% | +10.6% | +6.8% |
| 7D | +9.0% | -8.1% | +17.1% | +10.3% |
| 30D | +13.8% | +31.7% | -17.9% | +8.0% |
| 3M | +2.1% | +41.1% | -39.0% | -4.4% |
| 6M | +153.8% | +77.1% | +76.7% | +125.2% |
| YTD | +256.4% | +21.7% | +234.7% | +240.5% |
| 1Y | +719.8% | +8.4% | +711.4% | +701.7% |
| All | +1,362.4% | +25.2% | +1,337.3% | +1,294.7% |
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