+4,609.2%
MU vs HWM
+1,554.5%
+3,054.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +10.8% |
| 7D | +2.0% | +5.0% | -2.9% | +0.3% |
| 30D | -18.0% | +1.5% | -19.5% | -18.5% |
| 3M | -6.6% | -20.3% | +13.8% | +3.2% |
| 6M | +2.0% | -18.0% | +20.1% | +11.7% |
| YTD | +184.5% | +9.5% | +175.0% | +170.1% |
| 1Y | +236.9% | +7.5% | +229.4% | +223.2% |
| 3Y | +987.0% | +355.7% | +631.3% | +436.4% |
| 5Y | +1,014.6% | +610.2% | +404.4% | +352.1% |
| 10Y | +4,609.2% | +1,516.8% | +3,092.5% | +1,170.5% |
| All | +4,609.2% | +1,554.5% | +3,054.7% | +1,170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling