+4,271.9%
MU vs PH
+778.3%
+3,493.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.0% | +3.1% |
| 7D | -12.0% | +3.0% | -15.1% | -13.5% |
| 30D | -28.7% | -0.6% | -28.1% | -28.2% |
| 3M | -16.4% | -10.7% | -5.7% | -9.1% |
| 6M | -1.8% | +9.1% | -10.9% | -7.6% |
| YTD | +157.1% | +9.5% | +147.6% | +140.5% |
| 1Y | +208.5% | +14.0% | +194.5% | +180.2% |
| 3Y | +906.2% | +138.9% | +767.3% | +450.1% |
| 5Y | +893.4% | +209.1% | +684.3% | +345.3% |
| 10Y | +4,271.9% | +737.3% | +3,534.6% | +1,005.8% |
| All | +4,271.9% | +778.3% | +3,493.6% | +1,005.8% |
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