+2,292.2%
MU vs ESTC
+31.2%
+2,261.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.5% | +10.6% | +7.3% |
| 7D | +9.0% | -8.1% | +17.1% | +11.3% |
| 30D | +13.8% | +31.7% | -17.9% | +3.9% |
| 3M | +2.1% | +41.1% | -39.0% | -9.5% |
| 6M | +153.8% | +77.1% | +76.7% | +107.0% |
| YTD | +256.4% | +21.7% | +234.7% | +221.0% |
| 1Y | +719.8% | +8.4% | +711.4% | +659.9% |
| 3Y | +1,360.4% | +23.6% | +1,336.7% | +1,089.9% |
| 5Y | +1,312.4% | -46.5% | +1,358.9% | +1,298.7% |
| All | +2,292.2% | +31.2% | +2,261.0% | +1,306.3% |
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