+2,330.7%
MU vs TW
+221.1%
+2,109.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.9% |
| 7D | +9.0% | -2.3% | +11.3% | +9.5% |
| 30D | +13.8% | +3.9% | +9.9% | +12.7% |
| 3M | +2.1% | +5.7% | -3.6% | -1.5% |
| 6M | +153.8% | -14.5% | +168.3% | +161.8% |
| YTD | +256.4% | -0.9% | +257.3% | +245.5% |
| 1Y | +719.8% | -13.5% | +733.3% | +733.7% |
| 3Y | +1,360.4% | +25.0% | +1,335.4% | +1,147.8% |
| 5Y | +1,312.4% | +22.7% | +1,289.7% | +1,084.1% |
| All | +2,330.7% | +221.1% | +2,109.6% | +1,373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling