+957.9%
MU vs IWM
+23.5%
+934.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | +0.6% |
| 7D | +21.6% | +2.8% | +18.9% | +17.6% |
| 30D | -16.2% | +0.6% | -16.9% | -16.0% |
| 3M | -12.4% | -7.8% | -4.6% | -1.3% |
| 6M | +4.2% | -1.0% | +5.2% | +9.7% |
| YTD | +180.0% | +13.9% | +166.1% | +150.8% |
| 1Y | +226.4% | +15.4% | +211.0% | +188.7% |
| 3Y | +969.7% | +70.2% | +899.5% | +525.0% |
| 5Y | +957.9% | +23.7% | +934.3% | +744.0% |
| All | +957.9% | +23.5% | +934.5% | +744.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling