+4,894.7%
MU vs ET
+1,312.4%
+3,582.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.8% |
| 7D | -15.2% | -1.9% | -13.3% | -14.4% |
| 30D | -29.5% | -3.1% | -26.5% | -28.5% |
| 3M | -15.8% | -3.9% | -11.9% | -14.5% |
| 6M | -2.9% | +4.0% | -6.9% | -5.1% |
| YTD | +154.2% | +26.4% | +127.8% | +128.0% |
| 1Y | +186.6% | +24.9% | +161.7% | +158.2% |
| 3Y | +871.5% | +85.2% | +786.3% | +657.2% |
| 5Y | +911.7% | +218.3% | +693.4% | +529.6% |
| 10Y | +4,277.4% | +172.0% | +4,105.4% | +2,517.1% |
| All | +4,894.7% | +1,312.4% | +3,582.3% | +520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling