+265.1%
MU vs EXE
-18.4%
+283.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.9% | -4.1% | -8.1% |
| 7D | -19.1% | -4.7% | -14.5% | -20.7% |
| 30D | -25.2% | +1.0% | -26.3% | -24.8% |
| 3M | -10.9% | -5.6% | -5.3% | -12.6% |
| 6M | +38.0% | -12.3% | +50.3% | +34.8% |
| YTD | +178.8% | -19.5% | +198.3% | +171.8% |
| 1Y | +265.1% | -18.9% | +284.0% | +248.5% |
| All | +265.1% | -18.4% | +283.6% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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