+910.5%
MU vs EXE
+163.8%
+746.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.7% |
| 7D | +2.0% | +1.5% | +0.5% | +1.8% |
| 30D | -18.0% | -0.2% | -17.8% | -17.9% |
| 3M | -6.6% | -9.2% | +2.7% | -4.9% |
| 6M | +2.0% | -7.2% | +9.3% | +2.7% |
| YTD | +184.5% | -18.3% | +202.7% | +193.4% |
| 1Y | +236.9% | -23.6% | +260.5% | +253.8% |
| 3Y | +987.0% | +21.9% | +965.0% | +920.1% |
| 5Y | +1,014.6% | +73.7% | +941.0% | +901.4% |
| All | +910.5% | +163.8% | +746.7% | +726.6% |
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