+265.1%
MU vs EXPE
+48.9%
+216.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +10.5% | -17.5% | -5.7% |
| 7D | -19.1% | +14.6% | -33.8% | -17.7% |
| 30D | -25.2% | +21.4% | -46.7% | -23.6% |
| 3M | -10.9% | +1.4% | -12.3% | -9.8% |
| 6M | +38.0% | +28.6% | +9.4% | +37.4% |
| YTD | +178.8% | +12.1% | +166.7% | +185.1% |
| 1Y | +265.1% | +50.0% | +215.1% | +246.7% |
| All | +265.1% | +48.9% | +216.2% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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