+189.8%
MU vs IWM
+16.5%
+173.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.0% | -0.9% |
| 7D | -12.0% | +1.2% | -13.3% | -13.3% |
| 30D | -28.7% | +1.3% | -30.0% | -29.7% |
| 3M | -16.4% | -6.1% | -10.4% | -2.9% |
| 6M | -1.8% | -0.1% | -1.7% | +4.3% |
| YTD | +157.1% | +15.5% | +141.5% | +116.7% |
| All | +189.8% | +16.5% | +173.3% | +143.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling