+1,315.7%
MU vs HWM
+743.6%
+572.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.4% |
| 7D | +9.0% | -2.1% | +11.1% | +9.8% |
| 30D | +13.8% | -11.0% | +24.8% | +21.8% |
| 3M | +2.1% | +4.0% | -2.0% | -1.0% |
| 6M | +153.8% | -0.2% | +154.0% | +152.0% |
| YTD | +256.4% | +26.7% | +229.7% | +202.6% |
| 1Y | +719.8% | +44.7% | +675.0% | +540.5% |
| 3Y | +1,360.4% | +426.1% | +934.3% | +405.5% |
| All | +1,315.7% | +743.6% | +572.1% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling