+1,315.7%
MU vs EXPE
+111.8%
+1,203.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.6% |
| 7D | +9.0% | -9.5% | +18.5% | +12.1% |
| 30D | +13.8% | -6.6% | +20.4% | +15.6% |
| 3M | +2.1% | +31.4% | -29.3% | -8.8% |
| 6M | +153.8% | +35.2% | +118.6% | +120.4% |
| YTD | +256.4% | +5.8% | +250.6% | +235.0% |
| 1Y | +719.8% | +38.7% | +681.1% | +587.6% |
| 3Y | +1,360.4% | +175.8% | +1,184.6% | +803.5% |
| All | +1,315.7% | +111.8% | +1,203.9% | +880.8% |
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