+4,407.5%
MU vs ITW
+192.7%
+4,214.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +12.8% | +2.3% | +10.5% | +10.9% |
| 30D | -14.9% | +6.7% | -21.6% | -19.2% |
| 3M | -18.0% | -0.5% | -17.5% | -18.4% |
| 6M | -3.1% | +16.4% | -19.5% | -15.7% |
| YTD | +172.9% | +19.0% | +153.9% | +131.0% |
| 1Y | +228.8% | +20.2% | +208.6% | +175.1% |
| 3Y | +950.8% | +33.1% | +917.8% | +705.0% |
| 5Y | +931.3% | +35.7% | +895.6% | +668.8% |
| All | +4,407.5% | +192.7% | +4,214.8% | +1,640.9% |
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 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