+938.2%
MU vs EXEL
+281.2%
+657.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +12.8% | -0.8% | +13.6% | +13.1% |
| 30D | -14.9% | +13.1% | -28.0% | -17.0% |
| 3M | -18.0% | +36.3% | -54.4% | -23.6% |
| 6M | -3.1% | +34.5% | -37.6% | -9.7% |
| YTD | +172.9% | +57.4% | +115.5% | +145.3% |
| 1Y | +228.8% | +62.9% | +165.9% | +193.3% |
| 3Y | +950.8% | +229.5% | +721.3% | +660.4% |
| All | +938.2% | +281.2% | +657.0% | +587.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling