+3,971.9%
MU vs IWM
+162.8%
+3,809.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +3.9% |
| 7D | -22.0% | -2.0% | -20.0% | -19.4% |
| 30D | -36.6% | -1.5% | -35.1% | -34.8% |
| 3M | -21.7% | -8.0% | -13.7% | -12.3% |
| 6M | +3.5% | -4.1% | +7.6% | +13.0% |
| YTD | +141.9% | +11.9% | +130.0% | +121.3% |
| 1Y | +189.8% | +15.0% | +174.8% | +157.8% |
| 3Y | +855.4% | +64.2% | +791.2% | +476.5% |
| 5Y | +869.2% | +20.4% | +848.8% | +743.9% |
| All | +3,971.9% | +162.8% | +3,809.1% | +1,615.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 10y: compounded portfolio wealth divided by compounded IWM 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…
10y analysis · Full analysis span regression · 6 months rolling