+855.4%
MU vs EXC
+26.3%
+829.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +4.0% |
| 7D | -22.0% | -1.2% | -20.8% | -22.3% |
| 30D | -36.6% | +10.0% | -46.5% | -33.0% |
| 3M | -21.7% | +1.6% | -23.3% | -20.3% |
| 6M | +3.5% | +3.3% | +0.3% | +6.9% |
| YTD | +141.9% | +7.6% | +134.4% | +153.9% |
| 1Y | +189.8% | +3.5% | +186.4% | +200.3% |
| 3Y | +855.4% | +27.7% | +827.7% | +997.0% |
| All | +855.4% | +26.3% | +829.1% | +997.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling