+4,609.2%
MU vs HIG
+268.2%
+4,341.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.3% | +12.1% |
| 7D | +2.0% | -0.7% | +2.7% | +2.3% |
| 30D | -18.0% | +5.4% | -23.3% | -20.0% |
| 3M | -6.6% | -0.9% | -5.6% | -7.1% |
| 6M | +2.0% | +4.8% | -2.7% | -2.4% |
| YTD | +184.5% | +0.9% | +183.6% | +174.5% |
| 1Y | +236.9% | +6.5% | +230.4% | +216.4% |
| 3Y | +987.0% | +95.7% | +891.2% | +651.3% |
| 5Y | +1,014.6% | +107.1% | +907.5% | +646.4% |
| 10Y | +4,609.2% | +262.6% | +4,346.6% | +2,445.2% |
| All | +4,609.2% | +268.2% | +4,341.0% | +2,445.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling