+894.4%
MU vs EXE
+163.0%
+731.5%
-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% | -1.3% | -1.5% |
| 7D | +21.6% | +3.6% | +18.1% | +20.8% |
| 30D | -16.2% | -4.3% | -11.9% | -15.4% |
| 3M | -12.4% | -7.7% | -4.7% | -11.1% |
| 6M | +4.2% | -7.2% | +11.4% | +4.9% |
| YTD | +180.0% | -18.5% | +198.5% | +188.9% |
| 1Y | +226.4% | -24.4% | +250.8% | +243.7% |
| 3Y | +969.7% | +21.6% | +948.1% | +904.5% |
| 5Y | +957.9% | +77.3% | +880.6% | +848.1% |
| All | +894.4% | +163.0% | +731.5% | +714.0% |
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