+699.7%
MU vs EWT
+452.2%
+247.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.2% | +1.4% |
| 7D | -22.0% | -11.7% | -10.3% | -11.6% |
| 30D | -36.6% | -23.2% | -13.3% | -17.7% |
| 3M | -21.7% | -12.5% | -9.2% | -10.0% |
| 6M | +3.5% | -5.9% | +9.5% | +16.4% |
| YTD | +141.9% | +40.5% | +101.5% | +91.1% |
| 1Y | +189.8% | +43.7% | +146.1% | +126.0% |
| 3Y | +855.4% | +136.6% | +718.7% | +400.1% |
| 5Y | +869.2% | +105.1% | +764.1% | +488.6% |
| 10Y | +4,142.8% | +387.0% | +3,755.9% | +1,225.1% |
| All | +699.7% | +452.2% | +247.5% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling