+84,752.5%
MU vs ITW
+10,325.5%
+74,427.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.7% |
| 7D | +2.0% | -1.6% | +3.6% | +3.5% |
| 30D | -18.0% | +8.9% | -26.9% | -22.9% |
| 3M | -6.6% | -0.9% | -5.7% | -6.8% |
| 6M | +2.0% | +16.0% | -13.9% | -9.5% |
| YTD | +184.5% | +19.4% | +165.0% | +145.4% |
| 1Y | +236.9% | +20.7% | +216.2% | +187.8% |
| 3Y | +987.0% | +33.4% | +953.5% | +766.5% |
| 5Y | +1,014.6% | +39.1% | +975.5% | +762.9% |
| 10Y | +4,609.2% | +195.3% | +4,413.9% | +2,069.4% |
| All | +84,752.5% | +10,325.5% | +74,427.0% | +6,335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling