+3,971.9%
MU vs PH
+759.6%
+3,212.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.3% | +3.0% |
| 7D | -22.0% | +2.0% | -24.0% | -22.9% |
| 30D | -36.6% | -3.7% | -32.9% | -34.6% |
| 3M | -21.7% | -14.0% | -7.7% | -12.5% |
| 6M | +3.5% | +2.1% | +1.4% | +2.2% |
| YTD | +141.9% | +5.1% | +136.9% | +133.3% |
| 1Y | +189.8% | +10.9% | +178.9% | +168.6% |
| 3Y | +855.4% | +132.9% | +722.4% | +433.4% |
| 5Y | +869.2% | +200.1% | +669.1% | +345.6% |
| All | +3,971.9% | +759.6% | +3,212.4% | +1,045.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling