+265.1%
MU vs HWM
+5.4%
+259.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.3% | -2.7% | -4.7% |
| 7D | -19.1% | +9.4% | -28.5% | -23.3% |
| 30D | -25.2% | -7.0% | -18.3% | -21.9% |
| 3M | -10.9% | -25.9% | +15.0% | +7.7% |
| 6M | +38.0% | -10.8% | +48.8% | +45.6% |
| YTD | +178.8% | +4.3% | +174.5% | +143.4% |
| 1Y | +265.1% | +4.4% | +260.8% | +224.7% |
| All | +265.1% | +5.4% | +259.8% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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