+941.8%
MU vs IWD
+731.9%
+209.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.6% | -14.9% | -13.5% |
| 7D | -29.7% | -0.9% | -28.8% | -28.6% |
| 30D | -37.2% | +2.6% | -39.8% | -39.6% |
| 3M | -26.5% | +1.2% | -27.7% | -28.1% |
| 6M | +2.6% | +12.1% | -9.6% | -12.8% |
| YTD | +130.1% | +24.1% | +106.0% | +69.5% |
| 1Y | +176.7% | +28.5% | +148.2% | +94.3% |
| 3Y | +813.1% | +79.5% | +733.6% | +306.7% |
| 5Y | +822.0% | +70.3% | +751.7% | +352.2% |
| 10Y | +3,936.2% | +212.5% | +3,723.6% | +727.5% |
| All | +941.8% | +731.9% | +209.8% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling