+4,609.2%
MU vs EXC
+197.6%
+4,411.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.8% |
| 7D | +2.0% | -1.4% | +3.4% | +2.4% |
| 30D | -18.0% | +8.3% | -26.2% | -20.2% |
| 3M | -6.6% | +2.6% | -9.2% | -7.7% |
| 6M | +2.0% | +5.2% | -3.1% | -1.1% |
| YTD | +184.5% | +7.5% | +176.9% | +171.9% |
| 1Y | +236.9% | +3.2% | +233.7% | +226.8% |
| 3Y | +987.0% | +29.5% | +957.4% | +825.3% |
| 5Y | +1,014.6% | +39.7% | +975.0% | +787.3% |
| 10Y | +4,609.2% | +200.1% | +4,409.1% | +2,750.7% |
| All | +4,609.2% | +197.6% | +4,411.6% | +2,750.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling