+719.8%
MU vs HIG
+5.1%
+714.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +4.5% |
| 7D | +9.0% | +0.3% | +8.7% | +9.5% |
| 30D | +13.8% | -3.2% | +17.0% | +9.6% |
| 3M | +2.1% | +9.1% | -7.1% | +17.1% |
| 6M | +153.8% | -1.8% | +155.6% | +172.5% |
| YTD | +256.4% | +1.8% | +254.6% | +297.1% |
| 1Y | +719.8% | +4.6% | +715.2% | +905.3% |
| All | +719.8% | +5.1% | +714.7% | +905.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling