+575.1%
MU vs GEV
+615.2%
-40.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.4% |
| 7D | +21.6% | +6.2% | +15.4% | +17.2% |
| 30D | -16.2% | -18.4% | +2.2% | -5.0% |
| 3M | -12.4% | -21.2% | +8.9% | +0.9% |
| 6M | +4.2% | -23.6% | +27.8% | +23.8% |
| YTD | +180.0% | +25.5% | +154.4% | +153.5% |
| 1Y | +226.4% | +42.6% | +183.8% | +174.2% |
| All | +575.1% | +615.2% | -40.0% | +165.7% |
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