+1,394.6%
MU vs EW
+6,974.1%
-5,579.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | +13.8% | +1.0% | +12.8% | +13.2% |
| 3M | +2.1% | +2.8% | -0.7% | +0.5% |
| 6M | +153.8% | +5.5% | +148.3% | +146.7% |
| YTD | +256.4% | +5.5% | +250.9% | +246.6% |
| 1Y | +719.8% | +11.0% | +708.7% | +679.6% |
| 3Y | +1,360.4% | +17.7% | +1,342.7% | +1,205.2% |
| 5Y | +1,312.4% | -25.7% | +1,338.2% | +1,361.7% |
| 10Y | +6,142.6% | +132.8% | +6,009.8% | +4,185.1% |
| All | +1,394.6% | +6,974.1% | -5,579.5% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling