+1,269.7%
MU vs EWY
+949.5%
+320.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.2% | +5.7% | +6.8% |
| 7D | +2.0% | -2.8% | +4.9% | +5.6% |
| 30D | -18.0% | -13.1% | -4.8% | -6.7% |
| 3M | -6.6% | -11.6% | +5.0% | +4.6% |
| 6M | +2.0% | -23.4% | +25.4% | +32.8% |
| YTD | +184.5% | +52.0% | +132.4% | +116.9% |
| 1Y | +236.9% | +58.6% | +178.3% | +150.3% |
| 3Y | +987.0% | +163.3% | +823.6% | +463.1% |
| 5Y | +1,014.6% | +108.7% | +906.0% | +593.0% |
| 10Y | +4,609.2% | +237.8% | +4,371.4% | +2,011.7% |
| All | +1,269.7% | +949.5% | +320.2% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling