+871.5%
MU vs HWM
+349.8%
+521.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.9% |
| 7D | -15.2% | -1.8% | -13.4% | -13.8% |
| 30D | -29.5% | -2.7% | -26.8% | -28.3% |
| 3M | -15.8% | -22.7% | +7.0% | -2.7% |
| 6M | -2.9% | -18.9% | +16.1% | +9.4% |
| YTD | +154.2% | +7.1% | +147.2% | +139.0% |
| 1Y | +186.6% | +4.7% | +181.9% | +173.4% |
| 3Y | +871.5% | +345.6% | +525.9% | +431.8% |
| All | +871.5% | +349.8% | +521.7% | +431.8% |
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