+1,362.4%
MU vs EXPE
+176.2%
+1,186.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.4% |
| 7D | +9.0% | -9.5% | +18.5% | +11.2% |
| 30D | +13.8% | -6.6% | +20.4% | +15.1% |
| 3M | +2.1% | +31.4% | -29.3% | -6.6% |
| 6M | +153.8% | +35.2% | +118.6% | +125.9% |
| YTD | +256.4% | +5.8% | +250.6% | +241.2% |
| 1Y | +719.8% | +38.7% | +681.1% | +607.6% |
| All | +1,362.4% | +176.2% | +1,186.2% | +904.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling