+5,778.3%
MU vs EXEL
+380.2%
+5,398.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +7.2% | +1.4% | +5.8% | +6.8% |
| 30D | +14.0% | +6.7% | +7.3% | +12.0% |
| 3M | +5.4% | +11.5% | -6.1% | +2.3% |
| 6M | +170.3% | +38.8% | +131.5% | +148.4% |
| YTD | +250.7% | +31.6% | +219.1% | +225.9% |
| 1Y | +662.1% | +53.0% | +609.1% | +579.4% |
| 3Y | +1,341.2% | +160.8% | +1,180.4% | +977.9% |
| 5Y | +1,319.3% | +190.1% | +1,129.3% | +910.3% |
| 10Y | +5,778.3% | +367.0% | +5,411.3% | +3,720.9% |
| All | +5,778.3% | +380.2% | +5,398.1% | +3,720.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling