+911.7%
MU vs HD
+8.2%
+903.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -15.2% | +5.2% | -20.4% | -17.2% |
| 30D | -29.5% | +20.7% | -50.2% | -35.9% |
| 3M | -15.8% | +0.8% | -16.6% | -16.6% |
| 6M | -2.9% | +12.2% | -15.1% | -10.2% |
| YTD | +154.2% | +4.2% | +150.0% | +142.8% |
| 1Y | +186.6% | -2.6% | +189.2% | +184.0% |
| 3Y | +871.5% | +30.0% | +841.5% | +683.6% |
| 5Y | +911.7% | +8.1% | +903.6% | +790.2% |
| All | +911.7% | +8.2% | +903.5% | +790.2% |
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