+6,002.1%
MU vs ETR
+293.3%
+5,708.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | +7.2% | +1.4% | +5.7% | +6.6% |
| 30D | +14.0% | +1.9% | +12.1% | +13.2% |
| 3M | +5.4% | +1.0% | +4.4% | +5.0% |
| 6M | +170.3% | +4.8% | +165.4% | +164.3% |
| YTD | +250.7% | +19.5% | +231.1% | +227.0% |
| 1Y | +662.1% | +28.1% | +634.0% | +594.6% |
| 3Y | +1,341.2% | +151.1% | +1,190.1% | +923.2% |
| 5Y | +1,319.3% | +125.2% | +1,194.2% | +932.7% |
| All | +6,002.1% | +293.3% | +5,708.8% | +4,028.0% |
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