+265.1%
MU vs PWR
+31.4%
+233.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -11.7% | +4.7% | +3.1% |
| 7D | -19.1% | -4.4% | -14.8% | -16.8% |
| 30D | -25.2% | -15.1% | -10.2% | -14.9% |
| 3M | -10.9% | -16.2% | +5.3% | +2.4% |
| 6M | +38.0% | -23.3% | +61.3% | +73.1% |
| YTD | +178.8% | +37.6% | +141.2% | +102.9% |
| 1Y | +265.1% | +32.4% | +232.7% | +173.4% |
| All | +265.1% | +31.4% | +233.7% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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