+4,407.5%
MU vs ETR
+378.9%
+4,028.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +12.8% | +1.2% | +11.6% | +12.4% |
| 30D | -14.9% | +7.0% | -21.9% | -16.9% |
| 3M | -18.0% | +4.6% | -22.6% | -19.5% |
| 6M | -3.1% | +0.1% | -3.3% | -3.5% |
| YTD | +172.9% | +23.2% | +149.7% | +151.4% |
| 1Y | +228.8% | +20.6% | +208.3% | +205.5% |
| 3Y | +950.8% | +156.3% | +794.6% | +639.8% |
| 5Y | +931.3% | +159.6% | +771.6% | +605.5% |
| All | +4,407.5% | +378.9% | +4,028.6% | +2,953.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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