+1,145.6%
MU vs EXE
+192.2%
+953.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +7.2% | -1.8% | +8.9% | +7.5% |
| 30D | +14.0% | +6.4% | +7.6% | +12.3% |
| 3M | +5.4% | +9.2% | -3.9% | +3.0% |
| 6M | +170.3% | -7.0% | +177.3% | +172.6% |
| YTD | +250.7% | -9.5% | +260.1% | +254.6% |
| 1Y | +662.1% | +6.2% | +655.9% | +634.4% |
| 3Y | +1,341.2% | +20.7% | +1,320.5% | +1,251.4% |
| 5Y | +1,319.3% | +103.6% | +1,215.7% | +1,139.8% |
| All | +1,145.6% | +192.2% | +953.4% | +899.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling