+6,039.6%
MU vs HWM
+1,494.1%
+4,545.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +9.0% | -2.1% | +11.1% | +9.6% |
| 30D | +13.8% | -11.0% | +24.8% | +19.7% |
| 3M | +2.1% | +4.0% | -2.0% | -0.1% |
| 6M | +153.8% | -0.2% | +154.0% | +153.1% |
| YTD | +256.4% | +26.7% | +229.7% | +217.0% |
| 1Y | +719.8% | +44.7% | +675.0% | +586.4% |
| 3Y | +1,360.4% | +426.1% | +934.3% | +576.3% |
| 5Y | +1,312.4% | +738.5% | +573.9% | +433.0% |
| All | +6,039.6% | +1,494.1% | +4,545.5% | +1,506.6% |
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