+68,550.7%
MU vs PH
+23,338.9%
+45,211.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.0% | -15.5% | -16.2% |
| 7D | -29.7% | -3.9% | -25.8% | -27.8% |
| 30D | -37.2% | -9.4% | -27.8% | -33.2% |
| 3M | -26.5% | -10.3% | -16.2% | -21.6% |
| 6M | +2.6% | +2.7% | -0.1% | +1.2% |
| YTD | +130.1% | +2.1% | +128.0% | +127.6% |
| 1Y | +176.7% | +16.2% | +160.5% | +151.9% |
| 3Y | +813.1% | +129.3% | +683.8% | +461.4% |
| 5Y | +822.0% | +191.7% | +630.2% | +386.0% |
| 10Y | +3,936.2% | +759.2% | +3,176.9% | +972.5% |
| All | +68,550.7% | +23,338.9% | +45,211.8% | +2,745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling