+1,346.4%
MU vs ITW
+33.8%
+1,312.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +4.0% |
| 7D | +7.5% | -1.9% | +9.4% | +8.9% |
| 30D | +19.4% | -10.4% | +29.7% | +29.0% |
| 3M | +9.8% | +3.5% | +6.3% | +5.4% |
| 6M | +164.1% | -3.4% | +167.5% | +166.0% |
| YTD | +260.3% | +8.5% | +251.8% | +227.9% |
| 1Y | +661.2% | +3.2% | +657.9% | +616.4% |
| 3Y | +1,380.8% | +18.9% | +1,362.0% | +1,123.8% |
| 5Y | +1,346.4% | +35.0% | +1,311.3% | +939.4% |
| All | +1,346.4% | +33.8% | +1,312.6% | +939.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling