+5,739.1%
MU vs EXPE
+727.6%
+5,011.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +10.0% | +7.0% |
| 7D | -22.0% | -9.3% | -12.7% | -19.4% |
| 30D | -36.6% | +0.1% | -36.7% | -37.4% |
| 3M | -21.7% | -15.3% | -6.4% | -18.4% |
| 6M | +3.5% | +5.5% | -1.9% | -3.9% |
| YTD | +141.9% | -8.0% | +149.9% | +131.5% |
| 1Y | +189.8% | +18.9% | +171.0% | +147.8% |
| 3Y | +855.4% | +135.5% | +719.8% | +490.3% |
| 5Y | +869.2% | +44.3% | +824.9% | +593.0% |
| 10Y | +4,142.8% | +117.7% | +4,025.1% | +2,121.1% |
| All | +5,739.1% | +727.6% | +5,011.6% | +869.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling