+938.2%
MU vs PH
+203.8%
+734.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +4.3% | +8.5% | +8.9% |
| 30D | -14.9% | +0.1% | -15.0% | -14.7% |
| 3M | -18.0% | -9.4% | -8.7% | -10.9% |
| 6M | -3.1% | +8.8% | -11.9% | -9.6% |
| YTD | +172.9% | +9.6% | +163.3% | +151.4% |
| 1Y | +228.8% | +14.4% | +214.4% | +192.4% |
| 3Y | +950.8% | +134.5% | +816.3% | +430.4% |
| All | +938.2% | +203.8% | +734.5% | +283.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling