+3,971.9%
MU vs HWM
+1,473.3%
+2,498.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +3.9% |
| 7D | -22.0% | +3.4% | -25.4% | -23.1% |
| 30D | -36.6% | -7.5% | -29.0% | -34.2% |
| 3M | -21.7% | -28.9% | +7.2% | -8.8% |
| 6M | +3.5% | -19.6% | +23.2% | +14.0% |
| YTD | +141.9% | +0.6% | +141.3% | +139.1% |
| 1Y | +189.8% | +0.3% | +189.5% | +187.3% |
| 3Y | +855.4% | +326.1% | +529.2% | +387.5% |
| 5Y | +869.2% | +525.2% | +344.0% | +317.0% |
| All | +3,971.9% | +1,473.3% | +2,498.6% | +1,077.3% |
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