+745.6%
MU vs GEV
+748.2%
-2.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -3.5% |
| 7D | +7.2% | +8.1% | -0.9% | +2.0% |
| 30D | +14.0% | -1.9% | +15.9% | +15.2% |
| 3M | +5.4% | +4.1% | +1.3% | +4.7% |
| 6M | +170.3% | +23.2% | +147.1% | +144.6% |
| YTD | +250.7% | +48.9% | +201.8% | +187.1% |
| 1Y | +662.1% | +62.2% | +599.9% | +488.4% |
| All | +745.6% | +748.2% | -2.6% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling