+855.4%
MU vs PWR
+221.0%
+634.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.1% | -0.2% |
| 7D | -22.0% | -12.9% | -9.2% | -12.3% |
| 30D | -36.6% | -22.8% | -13.7% | -21.2% |
| 3M | -21.7% | -19.0% | -2.7% | -7.7% |
| 6M | +3.5% | -31.1% | +34.7% | +42.1% |
| YTD | +141.9% | +28.2% | +113.7% | +98.3% |
| 1Y | +189.8% | +22.2% | +167.6% | +147.2% |
| 3Y | +855.4% | +222.1% | +633.3% | +312.0% |
| All | +855.4% | +221.0% | +634.4% | +312.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling