+1,362.4%
MU vs SW
+19.6%
+1,342.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.6% |
| 7D | +9.0% | -5.1% | +14.1% | +11.1% |
| 30D | +13.8% | -4.6% | +18.4% | +15.6% |
| 3M | +2.1% | +9.4% | -7.3% | -2.1% |
| 6M | +153.8% | +3.5% | +150.3% | +147.2% |
| YTD | +256.4% | +22.0% | +234.4% | +225.6% |
| 1Y | +719.8% | +2.2% | +717.5% | +694.6% |
| All | +1,362.4% | +19.6% | +1,342.9% | +1,276.3% |
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