+106,206.6%
MU vs EXPD
+30,859.1%
+75,347.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.7% |
| 7D | +9.0% | -1.1% | +10.1% | +9.5% |
| 30D | +13.8% | +4.1% | +9.7% | +12.1% |
| 3M | +2.1% | +17.9% | -15.8% | -4.4% |
| 6M | +153.8% | +29.2% | +124.6% | +129.0% |
| YTD | +256.4% | +27.4% | +229.0% | +221.0% |
| 1Y | +719.8% | +56.8% | +662.9% | +575.7% |
| 3Y | +1,360.4% | +68.0% | +1,292.3% | +1,068.5% |
| 5Y | +1,312.4% | +61.9% | +1,250.6% | +1,042.9% |
| 10Y | +6,142.6% | +316.0% | +5,826.6% | +3,507.7% |
| All | +106,206.6% | +30,859.1% | +75,347.5% | +35,142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling