+265.1%
MU vs GEV
+46.2%
+218.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -9.3% | +2.3% | -0.1% |
| 7D | -19.1% | -5.1% | -14.0% | -16.1% |
| 30D | -25.2% | -15.8% | -9.4% | -15.9% |
| 3M | -10.9% | -18.2% | +7.3% | +2.1% |
| 6M | +38.0% | -22.4% | +60.4% | +65.8% |
| YTD | +178.8% | +27.7% | +151.1% | +147.1% |
| 1Y | +265.1% | +52.4% | +212.8% | +186.2% |
| All | +265.1% | +46.2% | +218.9% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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