+4,609.2%
MU vs IWM
+156.6%
+4,452.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +10.8% |
| 7D | +2.0% | -0.3% | +2.3% | +3.6% |
| 30D | -18.0% | +1.9% | -19.8% | -18.9% |
| 3M | -6.6% | -5.7% | -0.9% | +1.6% |
| 6M | +2.0% | -0.3% | +2.3% | +6.2% |
| YTD | +184.5% | +15.8% | +168.7% | +149.8% |
| 1Y | +236.9% | +17.1% | +219.8% | +193.0% |
| 3Y | +987.0% | +73.1% | +913.9% | +515.5% |
| 5Y | +1,014.6% | +25.9% | +988.8% | +819.9% |
| 10Y | +4,609.2% | +151.9% | +4,457.3% | +1,699.0% |
| All | +4,609.2% | +156.6% | +4,452.6% | +1,699.0% |
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