+1,384.0%
MU vs KWEB
-1.6%
+1,385.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +3.9% |
| 7D | +7.5% | -3.6% | +11.1% | +9.4% |
| 30D | +19.4% | -14.9% | +34.3% | +29.0% |
| 3M | +9.8% | -5.4% | +15.3% | +11.6% |
| 6M | +164.1% | -18.9% | +183.0% | +192.1% |
| YTD | +260.3% | -27.2% | +287.5% | +321.5% |
| 1Y | +661.2% | -34.2% | +695.4% | +839.3% |
| All | +1,384.0% | -1.6% | +1,385.6% | +1,416.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling