+847.8%
MU vs IWD
+68.9%
+779.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.8% |
| 7D | -22.0% | -0.5% | -21.5% | -21.2% |
| 30D | -36.6% | +2.7% | -39.2% | -39.4% |
| 3M | -21.7% | +0.9% | -22.6% | -23.2% |
| 6M | +3.5% | +10.5% | -7.0% | -12.5% |
| YTD | +141.9% | +23.7% | +118.2% | +70.6% |
| 1Y | +189.8% | +28.7% | +161.1% | +92.0% |
| 3Y | +855.4% | +79.7% | +775.7% | +296.5% |
| All | +847.8% | +68.9% | +779.0% | +342.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling