+4,271.9%
MU vs HWM
+1,636.6%
+2,635.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.2% | +3.8% |
| 7D | -12.0% | +1.6% | -13.6% | -12.2% |
| 30D | -28.7% | -3.9% | -24.8% | -27.4% |
| 3M | -16.4% | -23.2% | +6.8% | -6.1% |
| 6M | -1.8% | -20.0% | +18.2% | +8.7% |
| YTD | +157.1% | +5.7% | +151.4% | +148.1% |
| 1Y | +208.5% | +4.9% | +203.6% | +199.5% |
| 3Y | +906.2% | +347.0% | +559.2% | +401.8% |
| 5Y | +893.4% | +563.0% | +330.4% | +316.0% |
| 10Y | +4,271.9% | +1,579.2% | +2,692.7% | +1,110.4% |
| All | +4,271.9% | +1,636.6% | +2,635.3% | +1,110.4% |
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