+265.1%
MU vs EXC
+1.0%
+264.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.6% | -8.6% | -5.7% |
| 7D | -19.1% | +3.3% | -22.4% | -16.8% |
| 30D | -25.2% | +13.3% | -38.5% | -17.5% |
| 3M | -10.9% | +1.8% | -12.7% | -8.4% |
| 6M | +38.0% | +1.1% | +36.9% | +44.1% |
| YTD | +178.8% | +9.0% | +169.8% | +188.9% |
| 1Y | +265.1% | +3.4% | +261.8% | +293.5% |
| All | +265.1% | +1.0% | +264.1% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling