+719.8%
MU vs ITW
+5.8%
+714.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.1% |
| 7D | +9.0% | -3.6% | +12.5% | +9.2% |
| 30D | +13.8% | -9.1% | +23.0% | +14.5% |
| 3M | +2.1% | +8.2% | -6.1% | -1.2% |
| 6M | +153.8% | -4.8% | +158.6% | +146.5% |
| YTD | +256.4% | +11.0% | +245.4% | +252.4% |
| 1Y | +719.8% | +4.2% | +715.5% | +769.9% |
| All | +719.8% | +5.8% | +714.0% | +769.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling