+3,062.1%
MU vs HIG
+967.2%
+2,094.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.8% |
| 7D | -22.0% | +1.1% | -23.1% | -22.3% |
| 30D | -36.6% | +5.6% | -42.1% | -37.9% |
| 3M | -21.7% | -6.9% | -14.8% | -20.6% |
| 6M | +3.5% | +1.3% | +2.3% | +1.2% |
| YTD | +141.9% | -1.5% | +143.4% | +137.2% |
| 1Y | +189.8% | +6.6% | +183.2% | +177.1% |
| 3Y | +855.4% | +91.2% | +764.2% | +657.2% |
| 5Y | +869.2% | +106.1% | +763.1% | +651.9% |
| 10Y | +4,142.8% | +283.7% | +3,859.1% | +2,540.8% |
| All | +3,062.1% | +967.2% | +2,094.9% | +1,107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling