+6,028.8%
MU vs SW
+147.8%
+5,881.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.9% |
| 7D | +9.0% | -5.1% | +14.1% | +10.0% |
| 30D | +13.8% | -4.6% | +18.4% | +14.7% |
| 3M | +2.1% | +9.4% | -7.3% | +0.1% |
| 6M | +153.8% | +3.5% | +150.3% | +151.0% |
| YTD | +256.4% | +22.0% | +234.4% | +241.9% |
| 1Y | +719.8% | +2.2% | +717.5% | +708.1% |
| 3Y | +1,360.4% | +19.6% | +1,340.8% | +1,304.5% |
| 5Y | +1,312.4% | -2.3% | +1,314.8% | +1,256.1% |
| All | +6,028.8% | +147.8% | +5,881.0% | +5,144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling