+855.4%
MU vs HWM
+330.6%
+524.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +3.7% |
| 7D | -22.0% | +3.3% | -25.3% | -23.2% |
| 30D | -36.6% | -7.6% | -29.0% | -33.5% |
| 3M | -21.7% | -28.9% | +7.2% | -4.9% |
| 6M | +3.5% | -19.7% | +23.2% | +16.7% |
| YTD | +141.9% | +0.5% | +141.4% | +136.1% |
| 1Y | +189.8% | +0.3% | +189.6% | +183.8% |
| 3Y | +855.4% | +325.8% | +529.5% | +430.4% |
| All | +855.4% | +330.6% | +524.8% | +430.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling