+231.7%
MU vs PH
+13.7%
+218.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.2% |
| 7D | +2.0% | +6.9% | -4.9% | -3.5% |
| 30D | -18.0% | +1.7% | -19.6% | -18.9% |
| 3M | -6.6% | -8.1% | +1.6% | +0.4% |
| 6M | +2.0% | +11.5% | -9.5% | -6.0% |
| YTD | +184.5% | +11.4% | +173.1% | +142.8% |
| All | +231.7% | +13.7% | +218.0% | +179.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling