+4,609.2%
MU vs EXPE
+121.2%
+4,488.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +11.1% |
| 7D | +2.0% | -17.8% | +19.8% | +9.2% |
| 30D | -18.0% | -3.2% | -14.7% | -17.7% |
| 3M | -6.6% | -19.0% | +12.4% | -1.4% |
| 6M | +2.0% | +17.7% | -15.7% | -7.4% |
| YTD | +184.5% | -7.8% | +192.2% | +174.2% |
| 1Y | +236.9% | -1.4% | +238.2% | +216.4% |
| 3Y | +987.0% | +121.9% | +865.0% | +614.4% |
| 5Y | +1,014.6% | +44.3% | +970.4% | +721.0% |
| 10Y | +4,609.2% | +125.4% | +4,483.8% | +2,324.6% |
| All | +4,609.2% | +121.2% | +4,488.0% | +2,324.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling