+724.5%
MU vs GEV
+735.9%
-11.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -2.5% |
| 7D | -4.1% | +1.6% | -5.7% | -5.2% |
| 30D | +7.0% | -7.9% | +15.0% | +12.4% |
| 3M | -2.1% | +5.6% | -7.7% | -3.6% |
| 6M | +133.1% | +13.1% | +120.0% | +121.0% |
| YTD | +241.9% | +46.7% | +195.2% | +182.2% |
| 1Y | +548.8% | +51.3% | +497.5% | +420.9% |
| All | +724.5% | +735.9% | -11.4% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling