+808.8%
MU vs SW
+40.4%
+768.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.5% | -16.0% | -16.9% |
| 7D | -29.7% | +4.7% | -34.4% | -31.0% |
| 30D | -37.2% | +5.0% | -42.2% | -38.6% |
| 3M | -26.5% | -7.3% | -19.2% | -24.9% |
| 6M | +2.6% | +15.0% | -12.4% | -4.4% |
| YTD | +130.1% | +18.5% | +111.6% | +110.1% |
| 1Y | +176.7% | +27.1% | +149.6% | +145.0% |
| All | +808.8% | +40.4% | +768.5% | +783.5% |
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