+855.4%
MU vs ETR
+146.5%
+708.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | -22.0% | +0.4% | -22.4% | -22.0% |
| 30D | -36.6% | +7.5% | -44.1% | -37.5% |
| 3M | -21.7% | +4.4% | -26.1% | -22.4% |
| 6M | +3.5% | -1.5% | +5.1% | +4.0% |
| YTD | +141.9% | +21.8% | +120.2% | +130.5% |
| 1Y | +189.8% | +18.4% | +171.4% | +177.9% |
| 3Y | +855.4% | +148.5% | +706.9% | +966.7% |
| All | +855.4% | +146.5% | +708.9% | +966.7% |
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