+906.2%
MU vs IGV
+40.9%
+865.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +4.2% |
| 7D | -12.0% | -0.4% | -11.6% | -11.2% |
| 30D | -28.7% | -9.9% | -18.8% | -22.0% |
| 3M | -16.4% | -1.2% | -15.2% | -16.2% |
| 6M | -1.8% | +11.3% | -13.1% | -12.8% |
| YTD | +157.1% | -4.0% | +161.0% | +168.4% |
| 1Y | +208.5% | -7.3% | +215.8% | +239.5% |
| 3Y | +906.2% | +42.8% | +863.4% | +582.3% |
| All | +906.2% | +40.9% | +865.2% | +582.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 3y: compounded portfolio wealth divided by compounded IGV 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…
3y analysis · Full analysis span regression · 6 months rolling