+5,261.2%
MU vs ET
+1,310.3%
+3,950.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +12.8% | +2.5% | +10.3% | +11.7% |
| 30D | -14.9% | -2.5% | -12.4% | -13.9% |
| 3M | -18.0% | -4.9% | -13.2% | -16.4% |
| 6M | -3.1% | -0.1% | -3.0% | -3.8% |
| YTD | +172.9% | +26.2% | +146.7% | +144.9% |
| 1Y | +228.8% | +25.2% | +203.7% | +196.1% |
| 3Y | +950.8% | +84.2% | +866.7% | +720.8% |
| 5Y | +931.3% | +216.1% | +715.2% | +543.7% |
| 10Y | +4,417.7% | +160.7% | +4,257.0% | +2,646.9% |
| All | +5,261.2% | +1,310.3% | +3,950.9% | +566.8% |
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