+938.2%
MU vs HWM
+591.3%
+347.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | +12.8% | +7.3% | +5.5% | +8.0% |
| 30D | -14.9% | +1.6% | -16.4% | -15.7% |
| 3M | -18.0% | -21.9% | +3.8% | -5.1% |
| 6M | -3.1% | -19.0% | +15.9% | +10.0% |
| YTD | +172.9% | +7.9% | +165.0% | +153.8% |
| 1Y | +228.8% | +9.9% | +218.9% | +202.7% |
| 3Y | +950.8% | +342.1% | +608.7% | +287.0% |
| All | +938.2% | +591.3% | +347.0% | +159.4% |
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 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