+640.8%
MU vs TW
-13.2%
+654.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -4.1% |
| 7D | +7.2% | -3.5% | +10.6% | +4.0% |
| 30D | +14.0% | +0.5% | +13.5% | +14.6% |
| 3M | +5.4% | +4.9% | +0.4% | +12.3% |
| 6M | +170.3% | -17.1% | +187.4% | +174.8% |
| YTD | +250.7% | -3.9% | +254.5% | +265.6% |
| All | +640.8% | -13.2% | +654.0% | +629.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling