+6,873.2%
MU vs ITOT
+891.2%
+5,982.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.7% |
| 7D | +7.2% | +0.7% | +6.5% | +6.0% |
| 30D | +14.0% | -1.1% | +15.1% | +16.1% |
| 3M | +5.4% | +3.9% | +1.5% | +0.7% |
| 6M | +170.3% | +14.7% | +155.5% | +123.5% |
| YTD | +250.7% | +13.3% | +237.3% | +197.5% |
| 1Y | +662.1% | +19.1% | +643.0% | +505.9% |
| 3Y | +1,341.2% | +77.3% | +1,263.9% | +548.4% |
| 5Y | +1,319.3% | +74.1% | +1,245.3% | +570.4% |
| 10Y | +5,778.3% | +293.1% | +5,485.2% | +701.3% |
| All | +6,873.2% | +891.2% | +5,982.1% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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