+938.2%
MU vs EW
-7.9%
+946.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.9% |
| 7D | +12.8% | +4.9% | +7.9% | +11.2% |
| 30D | -14.9% | +23.9% | -38.8% | -20.7% |
| 3M | -18.0% | +15.8% | -33.8% | -22.1% |
| 6M | -3.1% | +31.7% | -34.8% | -12.3% |
| YTD | +172.9% | +25.7% | +147.2% | +150.1% |
| 1Y | +228.8% | +24.4% | +204.4% | +202.6% |
| 3Y | +950.8% | +65.9% | +885.0% | +708.2% |
| All | +938.2% | -7.9% | +946.2% | +956.8% |
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