+228.8%
MU vs EXPE
-4.7%
+233.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.6% |
| 7D | +12.8% | -0.5% | +13.3% | +12.7% |
| 30D | -14.9% | -6.1% | -8.8% | -13.8% |
| 3M | -18.0% | -21.3% | +3.3% | -18.0% |
| 6M | -3.1% | +19.0% | -22.1% | -4.9% |
| YTD | +172.9% | -8.4% | +181.3% | +182.2% |
| 1Y | +228.8% | -2.8% | +231.6% | +226.5% |
| All | +228.8% | -4.7% | +233.6% | +226.5% |
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