+6,028.8%
MU vs EXPD
+315.7%
+5,713.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.5% |
| 7D | +9.0% | -1.1% | +10.1% | +9.8% |
| 30D | +13.8% | +4.1% | +9.7% | +11.0% |
| 3M | +2.1% | +17.9% | -15.8% | -8.8% |
| 6M | +153.8% | +29.2% | +124.6% | +112.7% |
| YTD | +256.4% | +27.4% | +229.0% | +196.3% |
| 1Y | +719.8% | +56.8% | +662.9% | +481.2% |
| 3Y | +1,360.4% | +68.0% | +1,292.3% | +865.0% |
| 5Y | +1,312.4% | +61.9% | +1,250.6% | +833.5% |
| All | +6,028.8% | +315.7% | +5,713.1% | +2,080.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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