+3,971.9%
MU vs EW
+236.3%
+3,735.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.6% |
| 7D | -22.0% | +11.0% | -33.0% | -25.6% |
| 30D | -36.6% | +19.1% | -55.6% | -41.3% |
| 3M | -21.7% | +14.4% | -36.1% | -26.6% |
| 6M | +3.5% | +22.8% | -19.2% | -6.8% |
| YTD | +141.9% | +19.8% | +122.1% | +119.9% |
| 1Y | +189.8% | +23.9% | +165.9% | +159.6% |
| 3Y | +855.4% | +52.2% | +803.2% | +623.7% |
| 5Y | +869.2% | -13.9% | +883.1% | +854.8% |
| All | +3,971.9% | +236.3% | +3,735.6% | +2,114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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