+6,901.4%
MU vs ET
+1,435.0%
+5,466.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | +0.9% | +8.1% | +8.6% |
| 30D | +13.8% | +7.5% | +6.3% | +10.4% |
| 3M | +2.1% | +11.4% | -9.3% | -2.8% |
| 6M | +153.8% | +18.5% | +135.3% | +134.2% |
| YTD | +256.4% | +37.4% | +219.0% | +209.0% |
| 1Y | +719.8% | +30.9% | +688.8% | +624.8% |
| 3Y | +1,360.4% | +98.7% | +1,261.6% | +1,004.6% |
| 5Y | +1,312.4% | +230.7% | +1,081.7% | +762.3% |
| 10Y | +6,142.6% | +175.6% | +5,967.0% | +3,573.6% |
| All | +6,901.4% | +1,435.0% | +5,466.4% | +741.4% |
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