+1,001.1%
MU vs SW
+42.5%
+958.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -8.5% |
| 7D | -19.1% | +12.1% | -31.2% | -22.7% |
| 30D | -25.2% | +6.6% | -31.8% | -27.4% |
| 3M | -10.9% | -6.0% | -4.9% | -9.5% |
| 6M | +38.0% | +21.5% | +16.5% | +26.0% |
| YTD | +178.8% | +20.3% | +158.5% | +152.8% |
| 1Y | +265.1% | +28.1% | +237.0% | +222.1% |
| All | +1,001.1% | +42.5% | +958.6% | +963.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling