+4,598.6%
MU vs EW
+249.9%
+4,348.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.2% |
| 7D | +2.0% | +6.5% | -4.5% | -0.6% |
| 30D | -18.0% | +22.5% | -40.4% | -24.9% |
| 3M | -6.6% | +13.0% | -19.5% | -11.9% |
| 6M | +2.0% | +37.1% | -35.1% | -12.1% |
| YTD | +184.5% | +24.1% | +160.3% | +154.9% |
| 1Y | +236.9% | +24.2% | +212.6% | +201.8% |
| 3Y | +987.0% | +64.8% | +922.2% | +692.9% |
| 5Y | +1,014.6% | -7.4% | +1,022.1% | +962.2% |
| All | +4,598.6% | +249.9% | +4,348.7% | +2,295.3% |
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