+68,550.7%
MU vs HD
+34,877.5%
+33,673.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.5% | -15.9% | -16.6% |
| 7D | -29.7% | +6.4% | -36.1% | -32.5% |
| 30D | -37.2% | +22.1% | -59.3% | -44.7% |
| 3M | -26.5% | -0.2% | -26.3% | -27.6% |
| 6M | +2.6% | +12.6% | -10.0% | -7.0% |
| YTD | +130.1% | +3.9% | +126.2% | +116.9% |
| 1Y | +176.7% | -3.7% | +180.4% | +171.5% |
| 3Y | +813.1% | +27.9% | +785.2% | +650.2% |
| 5Y | +822.0% | +7.8% | +814.1% | +726.4% |
| 10Y | +3,936.2% | +269.4% | +3,666.8% | +1,704.7% |
| All | +68,550.7% | +34,877.5% | +33,673.2% | +1,811.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling