+975.0%
MU vs HWM
+608.9%
+366.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +10.4% |
| 7D | +2.0% | +5.0% | -2.9% | -0.3% |
| 30D | -18.0% | +1.5% | -19.5% | -18.7% |
| 3M | -6.6% | -20.3% | +13.8% | +6.7% |
| 6M | +2.0% | -18.0% | +20.1% | +14.9% |
| YTD | +184.5% | +9.5% | +175.0% | +162.2% |
| 1Y | +236.9% | +7.5% | +229.4% | +214.8% |
| 3Y | +987.0% | +355.7% | +631.3% | +294.1% |
| All | +975.0% | +608.9% | +366.1% | +169.8% |
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 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