+1,634.0%
MU vs TW
+291.9%
+1,342.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -15.2% | +3.1% | -18.3% | -15.8% |
| 30D | -29.5% | +16.7% | -46.2% | -32.0% |
| 3M | -15.8% | +25.2% | -40.9% | -20.3% |
| 6M | -2.9% | +19.5% | -22.3% | -8.7% |
| YTD | +154.2% | +21.0% | +133.2% | +134.9% |
| 1Y | +186.6% | +19.0% | +167.6% | +166.1% |
| 3Y | +871.5% | +40.7% | +830.8% | +720.5% |
| 5Y | +911.7% | +40.1% | +871.5% | +730.9% |
| All | +1,634.0% | +291.9% | +1,342.1% | +901.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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