+1,362.4%
MU vs EXPD
+68.7%
+1,293.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.7% |
| 7D | +9.0% | -1.1% | +10.1% | +9.6% |
| 30D | +13.8% | +4.1% | +9.7% | +11.7% |
| 3M | +2.1% | +17.9% | -15.8% | -5.9% |
| 6M | +153.8% | +29.2% | +124.6% | +123.4% |
| YTD | +256.4% | +27.4% | +229.0% | +211.2% |
| 1Y | +719.8% | +56.8% | +662.9% | +536.3% |
| All | +1,362.4% | +68.7% | +1,293.7% | +966.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling