+1,444.8%
MU vs ESTC
+20.3%
+1,424.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.1% | -11.3% | -15.7% |
| 7D | -29.7% | -18.5% | -11.3% | -25.3% |
| 30D | -37.2% | -11.0% | -26.2% | -34.8% |
| 3M | -26.5% | +20.8% | -47.3% | -31.1% |
| 6M | +2.6% | +67.9% | -65.3% | -14.3% |
| YTD | +130.1% | +11.6% | +118.5% | +113.1% |
| 1Y | +176.7% | -3.3% | +180.0% | +167.0% |
| 3Y | +813.1% | +16.4% | +796.7% | +660.7% |
| 5Y | +822.0% | -49.9% | +871.8% | +834.8% |
| All | +1,444.8% | +20.3% | +1,424.5% | +833.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling