+719.8%
MU vs EXEL
+59.2%
+660.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +9.0% | +8.4% | +0.6% | +6.1% |
| 30D | +13.8% | +4.1% | +9.7% | +12.2% |
| 3M | +2.1% | +12.4% | -10.3% | -1.9% |
| 6M | +153.8% | +41.5% | +112.3% | +126.3% |
| YTD | +256.4% | +34.6% | +221.8% | +219.9% |
| 1Y | +719.8% | +57.9% | +661.9% | +580.0% |
| All | +719.8% | +59.2% | +660.5% | +580.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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