+938.2%
MU vs EXE
+76.7%
+861.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | +12.8% | +5.3% | +7.5% | +11.6% |
| 30D | -14.9% | -2.2% | -12.7% | -14.4% |
| 3M | -18.0% | -5.9% | -12.2% | -17.1% |
| 6M | -3.1% | -5.7% | +2.6% | -2.8% |
| YTD | +172.9% | -17.8% | +190.7% | +181.8% |
| 1Y | +228.8% | -23.1% | +252.0% | +246.3% |
| 3Y | +950.8% | +21.2% | +929.7% | +880.0% |
| All | +938.2% | +76.7% | +861.5% | +851.5% |
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