+1,729.0%
MU vs EXEL
+273.2%
+1,455.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +9.0% | +8.4% | +0.6% | +7.1% |
| 30D | +13.8% | +4.1% | +9.7% | +12.6% |
| 3M | +2.1% | +12.4% | -10.3% | -0.7% |
| 6M | +153.8% | +41.5% | +112.3% | +135.0% |
| YTD | +256.4% | +34.6% | +221.8% | +233.1% |
| 1Y | +719.8% | +57.9% | +661.9% | +637.8% |
| 3Y | +1,360.4% | +159.5% | +1,200.9% | +1,045.2% |
| 5Y | +1,312.4% | +198.5% | +1,113.9% | +960.0% |
| 10Y | +6,142.6% | +411.4% | +5,731.2% | +3,731.1% |
| All | +1,729.0% | +273.2% | +1,455.8% | +588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling