+5,744.5%
MU vs ITW
+191.6%
+5,552.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | +2.0% | -2.4% | +4.4% | +3.8% |
| 30D | +12.5% | -9.5% | +22.1% | +21.2% |
| 3M | +9.6% | +6.6% | +3.0% | +3.0% |
| 6M | +142.6% | -1.8% | +144.4% | +141.8% |
| YTD | +242.7% | +9.0% | +233.6% | +212.3% |
| 1Y | +599.3% | +3.6% | +595.7% | +558.6% |
| 3Y | +1,308.3% | +19.4% | +1,288.8% | +1,080.0% |
| 5Y | +1,263.7% | +36.4% | +1,227.3% | +918.5% |
| All | +5,744.5% | +191.6% | +5,552.9% | +2,497.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling