+3,971.9%
MU vs ACWI
+219.0%
+3,752.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.2% |
| 7D | -22.0% | -2.4% | -19.7% | -17.9% |
| 30D | -36.6% | -5.2% | -31.4% | -29.2% |
| 3M | -21.7% | -4.8% | -16.9% | -13.1% |
| 6M | +3.5% | -1.3% | +4.9% | +11.7% |
| YTD | +141.9% | +8.4% | +133.5% | +124.4% |
| 1Y | +189.8% | +11.0% | +178.8% | +160.2% |
| 3Y | +855.4% | +70.6% | +784.8% | +355.8% |
| 5Y | +869.2% | +55.3% | +813.9% | +455.3% |
| All | +3,971.9% | +219.0% | +3,752.9% | +670.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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