+6,002.1%
MU vs EWT
+509.4%
+5,492.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | +7.2% | +1.6% | +5.5% | +4.9% |
| 30D | +14.0% | +8.2% | +5.8% | +2.5% |
| 3M | +5.4% | +11.1% | -5.7% | -5.8% |
| 6M | +170.3% | +60.4% | +109.8% | +52.7% |
| YTD | +250.7% | +75.6% | +175.1% | +77.4% |
| 1Y | +662.1% | +91.3% | +570.8% | +251.8% |
| 3Y | +1,341.2% | +200.3% | +1,140.9% | +286.3% |
| 5Y | +1,319.3% | +156.4% | +1,163.0% | +374.3% |
| All | +6,002.1% | +509.4% | +5,492.7% | +719.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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