+265.1%
MU vs ITW
+24.0%
+241.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.4% | -9.4% | -6.7% |
| 7D | -19.1% | +6.3% | -25.4% | -18.7% |
| 30D | -25.2% | +11.1% | -36.3% | -25.0% |
| 3M | -10.9% | +0.1% | -11.0% | -9.6% |
| 6M | +38.0% | +18.1% | +19.9% | +33.0% |
| YTD | +178.8% | +21.4% | +157.4% | +173.3% |
| 1Y | +265.1% | +22.9% | +242.3% | +263.7% |
| All | +265.1% | +24.0% | +241.1% | +263.7% |
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