+3,864.9%
MU vs HWM
+1,135.2%
+2,729.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.9% | -11.5% | -14.6% |
| 7D | -29.7% | -2.4% | -27.3% | -28.7% |
| 30D | -37.2% | -13.3% | -24.0% | -32.9% |
| 3M | -26.5% | -31.0% | +4.5% | -13.1% |
| 6M | +2.6% | -17.1% | +19.7% | +11.2% |
| YTD | +130.1% | -1.9% | +132.0% | +130.1% |
| 1Y | +176.7% | -2.4% | +179.1% | +177.9% |
| 3Y | +813.1% | +322.2% | +490.9% | +369.0% |
| 5Y | +822.0% | +509.8% | +312.1% | +302.2% |
| 10Y | +3,936.2% | +1,453.8% | +2,482.4% | +1,075.0% |
| All | +3,864.9% | +1,135.2% | +2,729.6% | +1,065.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling