+749.7%
MU vs EWT
+491.8%
+257.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.2% | -0.9% | -0.5% |
| 7D | -12.0% | -5.0% | -7.1% | -7.0% |
| 30D | -28.7% | -16.3% | -12.4% | -14.8% |
| 3M | -16.4% | -7.2% | -9.2% | -9.2% |
| 6M | -1.8% | -0.5% | -1.3% | +4.4% |
| YTD | +157.1% | +50.6% | +106.5% | +90.1% |
| 1Y | +208.5% | +54.8% | +153.7% | +124.2% |
| 3Y | +906.2% | +155.5% | +750.7% | +390.1% |
| 5Y | +893.4% | +116.4% | +777.0% | +472.5% |
| 10Y | +4,271.9% | +421.4% | +3,850.5% | +1,179.9% |
| All | +749.7% | +491.8% | +257.9% | +49.8% |
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