+1,513.2%
MU vs IWM
+812.0%
+701.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.7% |
| 7D | +9.0% | +0.1% | +8.9% | +8.9% |
| 30D | +13.8% | -1.3% | +15.1% | +15.8% |
| 3M | +2.1% | +1.6% | +0.5% | +2.4% |
| 6M | +153.8% | +13.6% | +140.2% | +122.7% |
| YTD | +256.4% | +20.8% | +235.6% | +189.4% |
| 1Y | +719.8% | +26.4% | +693.3% | +533.2% |
| 3Y | +1,360.4% | +60.7% | +1,299.7% | +737.9% |
| 5Y | +1,312.4% | +38.2% | +1,274.2% | +884.1% |
| 10Y | +6,142.6% | +169.5% | +5,973.1% | +1,712.2% |
| All | +1,513.2% | +812.0% | +701.2% | -2.1% |
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