+228.8%
MU vs PH
+13.2%
+215.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +12.8% | +4.1% | +8.7% | +8.9% |
| 30D | -14.9% | -0.1% | -14.8% | -14.5% |
| 3M | -18.0% | -9.6% | -8.5% | -10.7% |
| 6M | -3.1% | +8.5% | -11.6% | -8.4% |
| YTD | +172.9% | +9.4% | +163.5% | +138.0% |
| 1Y | +228.8% | +14.2% | +214.6% | +176.0% |
| All | +228.8% | +13.2% | +215.6% | +176.0% |
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