+1,346.4%
MU vs ET
+242.4%
+1,104.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.3% |
| 7D | +7.5% | +0.6% | +6.8% | +7.1% |
| 30D | +19.4% | +5.3% | +14.1% | +16.1% |
| 3M | +9.8% | +15.6% | -5.8% | +0.8% |
| 6M | +164.1% | +20.6% | +143.5% | +134.1% |
| YTD | +260.3% | +38.5% | +221.8% | +192.1% |
| 1Y | +661.2% | +35.7% | +625.5% | +524.8% |
| 3Y | +1,380.8% | +98.4% | +1,282.5% | +934.1% |
| 5Y | +1,346.4% | +245.3% | +1,101.1% | +732.6% |
| All | +1,346.4% | +242.4% | +1,104.0% | +732.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling