+847.8%
MU vs HD
+5.3%
+842.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +7.0% | +5.9% |
| 7D | -22.0% | +4.3% | -26.3% | -23.7% |
| 30D | -36.6% | +20.2% | -56.8% | -42.4% |
| 3M | -21.7% | -1.0% | -20.7% | -22.0% |
| 6M | +3.5% | +7.9% | -4.4% | -2.6% |
| YTD | +141.9% | +2.0% | +140.0% | +133.1% |
| 1Y | +189.8% | -4.3% | +194.1% | +189.1% |
| 3Y | +855.4% | +25.9% | +829.4% | +681.7% |
| All | +847.8% | +5.3% | +842.5% | +738.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 5y: compounded portfolio wealth divided by compounded HD 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…
5y analysis · Full analysis span regression · 6 months rolling