+5,744.5%
MU vs ET
+179.3%
+5,565.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +2.0% | +1.4% | +0.7% | +1.5% |
| 30D | +12.5% | +4.6% | +8.0% | +10.5% |
| 3M | +9.6% | +16.0% | -6.4% | +2.7% |
| 6M | +142.6% | +22.8% | +119.8% | +120.7% |
| YTD | +242.7% | +38.9% | +203.8% | +195.4% |
| 1Y | +599.3% | +34.1% | +565.2% | +511.8% |
| 3Y | +1,308.3% | +98.8% | +1,209.5% | +972.9% |
| 5Y | +1,263.7% | +246.8% | +1,016.9% | +739.1% |
| All | +5,744.5% | +179.3% | +5,565.2% | +3,609.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling