+1,371.2%
MU vs ETR
+150.4%
+1,220.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.2% |
| 7D | +9.0% | +1.4% | +7.5% | +8.6% |
| 30D | +13.8% | +1.0% | +12.8% | +13.6% |
| 3M | +2.1% | -1.3% | +3.3% | +2.4% |
| 6M | +153.8% | +1.9% | +151.9% | +152.1% |
| YTD | +256.4% | +18.2% | +238.2% | +240.8% |
| 1Y | +719.8% | +24.7% | +695.1% | +678.0% |
| All | +1,371.2% | +150.4% | +1,220.8% | +1,379.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling