+1,362.4%
MU vs PH
+134.7%
+1,227.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.3% |
| 7D | +9.0% | -3.1% | +12.0% | +11.9% |
| 30D | +13.8% | -3.2% | +17.1% | +16.1% |
| 3M | +2.1% | +10.6% | -8.5% | -6.2% |
| 6M | +153.8% | -2.1% | +155.9% | +157.6% |
| YTD | +256.4% | +10.2% | +246.2% | +224.6% |
| 1Y | +719.8% | +28.2% | +691.5% | +548.8% |
| All | +1,362.4% | +134.7% | +1,227.7% | +710.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling