+3,773.6%
MU vs SW
+185.4%
+3,588.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.5% | -16.0% | -17.2% |
| 7D | -29.7% | +4.7% | -34.4% | -30.4% |
| 30D | -37.2% | +5.0% | -42.2% | -37.9% |
| 3M | -26.5% | -7.3% | -19.2% | -25.7% |
| 6M | +2.6% | +15.0% | -12.4% | -0.6% |
| YTD | +130.1% | +18.5% | +111.6% | +121.2% |
| 1Y | +176.7% | +27.1% | +149.6% | +162.5% |
| 3Y | +813.1% | +49.3% | +763.8% | +755.9% |
| 5Y | +822.0% | -1.6% | +823.6% | +784.5% |
| All | +3,773.6% | +185.4% | +3,588.2% | +3,200.7% |
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