+1,362.4%
MU vs EXE
+18.5%
+1,343.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.2% | +6.4% |
| 7D | +9.0% | -0.3% | +9.2% | +9.0% |
| 30D | +13.8% | +8.5% | +5.4% | +11.1% |
| 3M | +2.1% | +5.5% | -3.4% | +0.2% |
| 6M | +153.8% | -5.9% | +159.7% | +157.1% |
| YTD | +256.4% | -9.7% | +266.1% | +264.7% |
| 1Y | +719.8% | +3.6% | +716.2% | +669.0% |
| All | +1,362.4% | +18.5% | +1,343.9% | +1,122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling