+661.2%
MU vs GEV
+57.2%
+604.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +4.3% |
| 7D | +7.5% | +3.2% | +4.3% | +4.8% |
| 30D | +19.4% | -4.0% | +23.4% | +22.9% |
| 3M | +9.8% | +3.4% | +6.4% | +10.0% |
| 6M | +164.1% | +14.7% | +149.4% | +149.2% |
| YTD | +260.3% | +45.8% | +214.5% | +200.1% |
| 1Y | +661.2% | +57.4% | +603.8% | +511.3% |
| All | +661.2% | +57.2% | +604.0% | +511.3% |
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