+847.8%
MU vs EW
-14.5%
+862.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.7% |
| 7D | -22.0% | +11.0% | -33.0% | -24.8% |
| 30D | -36.6% | +19.1% | -55.6% | -40.2% |
| 3M | -21.7% | +14.4% | -36.1% | -25.5% |
| 6M | +3.5% | +22.8% | -19.2% | -4.5% |
| YTD | +141.9% | +19.8% | +122.1% | +125.0% |
| 1Y | +189.8% | +23.9% | +165.9% | +166.5% |
| 3Y | +855.4% | +52.2% | +803.2% | +658.8% |
| All | +847.8% | -14.5% | +862.3% | +887.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling