+228.8%
MU vs HWM
+7.5%
+221.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | +12.8% | +7.3% | +5.5% | +8.2% |
| 30D | -14.9% | +1.6% | -16.4% | -15.0% |
| 3M | -18.0% | -21.9% | +3.8% | -4.1% |
| 6M | -3.1% | -19.0% | +15.9% | +11.0% |
| YTD | +172.9% | +7.9% | +165.0% | +137.2% |
| 1Y | +228.8% | +9.9% | +218.9% | +171.4% |
| All | +228.8% | +7.5% | +221.3% | +171.4% |
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 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