+226.4%
MU vs EXE
-24.1%
+250.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.7% |
| 7D | +21.6% | +3.6% | +18.1% | +23.0% |
| 30D | -16.2% | -4.3% | -11.9% | -17.9% |
| 3M | -12.4% | -7.7% | -4.7% | -15.1% |
| 6M | +4.2% | -7.2% | +11.4% | +2.3% |
| YTD | +180.0% | -18.5% | +198.5% | +174.0% |
| 1Y | +226.4% | -24.4% | +250.8% | +234.2% |
| All | +226.4% | -24.1% | +250.5% | +234.2% |
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