+4,271.9%
MU vs EXEL
+445.6%
+3,826.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.1% | +5.4% |
| 7D | -12.0% | +2.3% | -14.3% | -12.3% |
| 30D | -28.7% | +19.8% | -48.6% | -32.0% |
| 3M | -16.4% | +32.7% | -49.1% | -22.4% |
| 6M | -1.8% | +49.0% | -50.8% | -11.8% |
| YTD | +157.1% | +63.7% | +93.4% | +125.0% |
| 1Y | +208.5% | +75.8% | +132.7% | +164.7% |
| 3Y | +906.2% | +241.3% | +664.9% | +592.0% |
| 5Y | +893.4% | +289.0% | +604.4% | +543.7% |
| 10Y | +4,271.9% | +377.6% | +3,894.2% | +2,729.6% |
| All | +4,271.9% | +445.6% | +3,826.3% | +2,729.6% |
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