+995.1%
MU vs IWM
+745.4%
+249.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +3.8% |
| 7D | -22.0% | -2.0% | -20.0% | -19.3% |
| 30D | -36.6% | -1.5% | -35.1% | -34.7% |
| 3M | -21.7% | -8.0% | -13.7% | -11.9% |
| 6M | +3.5% | -4.1% | +7.6% | +13.4% |
| YTD | +141.9% | +11.9% | +130.0% | +118.8% |
| 1Y | +189.8% | +15.0% | +174.8% | +154.1% |
| 3Y | +855.4% | +64.2% | +791.2% | +441.5% |
| 5Y | +869.2% | +20.4% | +848.8% | +717.6% |
| 10Y | +4,142.8% | +168.0% | +3,974.9% | +1,150.5% |
| All | +995.1% | +745.4% | +249.7% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling