+855.4%
MU vs IWD
+78.7%
+776.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.9% |
| 7D | -22.0% | -0.5% | -21.5% | -21.0% |
| 30D | -36.6% | +2.7% | -39.2% | -40.0% |
| 3M | -21.7% | +0.9% | -22.6% | -23.6% |
| 6M | +3.5% | +10.5% | -7.0% | -16.0% |
| YTD | +141.9% | +23.7% | +118.2% | +57.6% |
| 1Y | +189.8% | +28.7% | +161.1% | +75.1% |
| 3Y | +855.4% | +79.7% | +775.7% | +259.1% |
| All | +855.4% | +78.7% | +776.6% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling