+865.2%
MU vs EW
+7,833.4%
-6,968.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.5% | -18.9% | -18.0% |
| 7D | -29.7% | +6.8% | -36.5% | -31.5% |
| 30D | -37.2% | +16.6% | -53.8% | -40.7% |
| 3M | -26.5% | +13.3% | -39.8% | -30.1% |
| 6M | +2.6% | +21.6% | -19.0% | -5.6% |
| YTD | +130.1% | +18.3% | +111.9% | +113.9% |
| 1Y | +176.7% | +21.7% | +155.0% | +154.5% |
| 3Y | +813.1% | +50.3% | +762.8% | +644.9% |
| 5Y | +822.0% | -15.0% | +837.0% | +807.2% |
| 10Y | +3,936.2% | +237.5% | +3,698.7% | +2,361.9% |
| All | +865.2% | +7,833.4% | -6,968.2% | +155.8% |
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 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