+855.4%
MU vs EWT
+136.7%
+718.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.2% | -0.8% |
| 7D | -22.0% | -11.7% | -10.3% | -5.1% |
| 30D | -36.6% | -23.2% | -13.3% | -4.3% |
| 3M | -21.7% | -12.5% | -9.2% | -3.8% |
| 6M | +3.5% | -5.9% | +9.5% | +20.4% |
| YTD | +141.9% | +40.5% | +101.5% | +60.1% |
| 1Y | +189.8% | +43.7% | +146.1% | +87.4% |
| 3Y | +855.4% | +136.6% | +718.7% | +261.1% |
| All | +855.4% | +136.7% | +718.7% | +261.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling