+1,141.6%
MU vs EXEL
+340.0%
+801.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +4.9% |
| 7D | -22.0% | +0.3% | -22.3% | -21.9% |
| 30D | -36.6% | +19.0% | -55.6% | -38.9% |
| 3M | -21.7% | +33.3% | -55.0% | -26.4% |
| 6M | +3.5% | +42.9% | -39.3% | -4.2% |
| YTD | +141.9% | +58.7% | +83.2% | +118.5% |
| 1Y | +189.8% | +70.5% | +119.3% | +157.5% |
| 3Y | +855.4% | +233.8% | +621.5% | +612.7% |
| 5Y | +869.2% | +259.3% | +609.8% | +601.6% |
| 10Y | +4,142.8% | +484.1% | +3,658.7% | +2,453.8% |
| All | +1,141.6% | +340.0% | +801.6% | +351.4% |
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