+228.8%
MU vs EXPD
+40.4%
+188.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +12.8% | +5.5% | +7.3% | +10.0% |
| 30D | -14.9% | -0.8% | -14.1% | -14.0% |
| 3M | -18.0% | +4.1% | -22.2% | -18.9% |
| 6M | -3.1% | +25.7% | -28.8% | -10.9% |
| YTD | +172.9% | +31.4% | +141.5% | +129.6% |
| 1Y | +228.8% | +42.2% | +186.7% | +164.2% |
| All | +228.8% | +40.4% | +188.4% | +164.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling