+4,407.5%
MU vs EXC
+205.3%
+4,202.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | +12.8% | +1.4% | +11.4% | +12.4% |
| 30D | -14.9% | +8.6% | -23.4% | -17.3% |
| 3M | -18.0% | +2.4% | -20.4% | -19.0% |
| 6M | -3.1% | +6.5% | -9.6% | -6.4% |
| YTD | +172.9% | +9.0% | +163.9% | +159.7% |
| 1Y | +228.8% | +4.6% | +224.3% | +217.7% |
| 3Y | +950.8% | +33.5% | +917.4% | +783.5% |
| 5Y | +931.3% | +41.4% | +889.9% | +718.0% |
| All | +4,407.5% | +205.3% | +4,202.2% | +2,629.1% |
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