+847.8%
MU vs EXPE
+43.3%
+804.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +10.0% | +6.5% |
| 7D | -22.0% | -9.3% | -12.7% | -19.9% |
| 30D | -36.6% | +0.1% | -36.7% | -37.1% |
| 3M | -21.7% | -15.3% | -6.4% | -18.9% |
| 6M | +3.5% | +5.5% | -1.9% | -2.8% |
| YTD | +141.9% | -8.0% | +149.9% | +134.2% |
| 1Y | +189.8% | +18.9% | +171.0% | +152.0% |
| 3Y | +855.4% | +135.5% | +719.8% | +505.0% |
| All | +847.8% | +43.3% | +804.5% | +616.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling