+975.0%
MU vs ESTC
-50.1%
+1,025.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | +2.0% | -2.6% | +4.7% | +3.0% |
| 30D | -18.0% | -8.6% | -9.4% | -15.8% |
| 3M | -6.6% | +14.4% | -20.9% | -10.0% |
| 6M | +2.0% | +73.3% | -71.3% | -12.6% |
| YTD | +184.5% | +15.7% | +168.7% | +166.2% |
| 1Y | +236.9% | -7.6% | +244.4% | +234.9% |
| 3Y | +987.0% | +14.6% | +972.4% | +849.5% |
| All | +975.0% | -50.1% | +1,025.1% | +907.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling