+847.8%
MU vs EXE
+61.0%
+786.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | -22.0% | -6.6% | -15.4% | -20.8% |
| 30D | -36.6% | -4.0% | -32.6% | -36.0% |
| 3M | -21.7% | -7.5% | -14.3% | -20.7% |
| 6M | +3.5% | -11.7% | +15.2% | +5.3% |
| YTD | +141.9% | -22.0% | +163.9% | +152.6% |
| 1Y | +189.8% | -21.8% | +211.6% | +201.9% |
| 3Y | +855.4% | +8.0% | +847.4% | +811.4% |
| All | +847.8% | +61.0% | +786.9% | +765.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling