+855.4%
MU vs EW
+51.9%
+803.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.9% |
| 7D | -22.0% | +11.0% | -33.0% | -23.7% |
| 30D | -36.6% | +19.1% | -55.6% | -38.9% |
| 3M | -21.7% | +14.4% | -36.1% | -24.1% |
| 6M | +3.5% | +22.8% | -19.2% | -1.7% |
| YTD | +141.9% | +19.8% | +122.1% | +130.9% |
| 1Y | +189.8% | +23.9% | +165.9% | +174.6% |
| 3Y | +855.4% | +52.2% | +803.2% | +738.1% |
| All | +855.4% | +51.9% | +803.4% | +738.1% |
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