+1,014.6%
MU vs EWY
+108.9%
+905.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.2% | +5.7% | +5.0% |
| 7D | +2.0% | -2.8% | +4.9% | +6.3% |
| 30D | -18.0% | -13.1% | -4.8% | -3.2% |
| 3M | -6.6% | -11.6% | +5.0% | +7.1% |
| 6M | +2.0% | -23.4% | +25.4% | +39.7% |
| YTD | +184.5% | +52.0% | +132.4% | +81.5% |
| 1Y | +236.9% | +58.6% | +178.3% | +106.6% |
| 3Y | +987.0% | +163.3% | +823.6% | +292.9% |
| 5Y | +1,014.6% | +108.7% | +906.0% | +427.1% |
| All | +1,014.6% | +108.9% | +905.8% | +427.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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