+4,407.5%
MU vs EWT
+448.9%
+3,958.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.7% |
| 7D | +12.8% | +9.1% | +3.7% | +0.1% |
| 30D | -14.9% | -12.2% | -2.6% | +3.0% |
| 3M | -18.0% | -9.4% | -8.6% | -5.3% |
| 6M | -3.1% | +2.7% | -5.8% | -1.0% |
| YTD | +172.9% | +53.3% | +119.6% | +66.5% |
| 1Y | +228.8% | +59.2% | +169.7% | +92.5% |
| 3Y | +950.8% | +157.1% | +793.7% | +245.8% |
| 5Y | +931.3% | +119.6% | +811.6% | +323.6% |
| All | +4,407.5% | +448.9% | +3,958.6% | +583.5% |
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