+879.0%
MU vs EW
+58.0%
+821.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -15.2% | +9.3% | -24.5% | -16.8% |
| 30D | -29.5% | +22.1% | -51.6% | -32.5% |
| 3M | -15.8% | +13.0% | -28.8% | -18.0% |
| 6M | -2.9% | +30.1% | -33.0% | -9.0% |
| YTD | +154.2% | +22.0% | +132.2% | +141.7% |
| 1Y | +186.6% | +23.7% | +162.9% | +171.6% |
| All | +879.0% | +58.0% | +821.0% | +709.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling