+75,738.0%
MU vs PH
+25,253.3%
+50,484.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -15.2% | +2.1% | -17.3% | -15.9% |
| 30D | -29.5% | +0.3% | -29.8% | -29.4% |
| 3M | -15.8% | -8.8% | -7.0% | -10.7% |
| 6M | -2.9% | +10.0% | -12.9% | -8.2% |
| YTD | +154.2% | +10.5% | +143.8% | +139.6% |
| 1Y | +186.6% | +15.5% | +171.1% | +162.9% |
| 3Y | +871.5% | +136.4% | +735.1% | +486.0% |
| 5Y | +911.7% | +213.6% | +698.1% | +410.1% |
| 10Y | +4,277.4% | +713.9% | +3,563.5% | +1,099.5% |
| All | +75,738.0% | +25,253.3% | +50,484.7% | +2,895.3% |
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