+1,371.2%
MU vs TW
+26.6%
+1,344.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +6.3% |
| 7D | +9.0% | -2.3% | +11.3% | +8.5% |
| 30D | +13.8% | +3.9% | +9.9% | +14.8% |
| 3M | +2.1% | +5.7% | -3.6% | +3.6% |
| 6M | +153.8% | -14.5% | +168.3% | +164.3% |
| YTD | +256.4% | -0.9% | +257.3% | +260.0% |
| 1Y | +719.8% | -13.5% | +733.3% | +755.3% |
| All | +1,371.2% | +26.6% | +1,344.6% | +1,384.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling