+803.1%
MU vs EXE
+161.7%
+641.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.6% |
| 7D | -15.2% | -2.2% | -13.0% | -14.7% |
| 30D | -29.5% | -0.3% | -29.2% | -29.5% |
| 3M | -15.8% | -9.3% | -6.5% | -14.3% |
| 6M | -2.9% | -7.2% | +4.4% | -2.2% |
| YTD | +154.2% | -18.9% | +173.2% | +162.6% |
| 1Y | +186.6% | -21.7% | +208.3% | +198.5% |
| 3Y | +871.5% | +21.0% | +850.5% | +813.0% |
| 5Y | +911.7% | +76.0% | +835.7% | +807.4% |
| All | +803.1% | +161.7% | +641.4% | +639.8% |
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