+189.8%
MU vs HWM
+0.1%
+189.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +3.6% |
| 7D | -22.0% | +3.4% | -25.4% | -22.9% |
| 30D | -36.6% | -7.5% | -29.0% | -33.0% |
| 3M | -21.7% | -28.9% | +7.2% | -2.4% |
| 6M | +3.5% | -19.6% | +23.2% | +18.3% |
| YTD | +141.9% | +0.6% | +141.3% | +117.8% |
| 1Y | +189.8% | +0.3% | +189.5% | +156.2% |
| All | +189.8% | +0.1% | +189.7% | +156.2% |
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