+4,271.9%
MU vs EXPE
+119.8%
+4,152.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -12.0% | -13.3% | +1.3% | -8.0% |
| 30D | -28.7% | -5.5% | -23.2% | -28.0% |
| 3M | -16.4% | -16.5% | 0.0% | -12.9% |
| 6M | -1.8% | +13.1% | -14.9% | -9.7% |
| YTD | +157.1% | -8.0% | +165.1% | +147.8% |
| 1Y | +208.5% | +1.1% | +207.4% | +187.0% |
| 3Y | +906.2% | +131.2% | +775.0% | +550.8% |
| 5Y | +893.4% | +39.8% | +853.6% | +640.1% |
| 10Y | +4,271.9% | +118.5% | +4,153.4% | +2,211.2% |
| All | +4,271.9% | +119.8% | +4,152.0% | +2,211.2% |
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