+265.1%
MU vs USHY
+1.9%
+263.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.7% | -7.7% | -11.8% |
| 7D | -19.1% | -0.2% | -18.9% | -17.8% |
| 30D | -25.2% | +0.7% | -25.9% | -28.8% |
| 3M | -10.9% | -2.2% | -8.7% | +7.4% |
| 6M | +38.0% | -0.9% | +38.8% | +52.0% |
| YTD | +178.8% | +0.2% | +178.7% | +197.7% |
| 1Y | +265.1% | +1.7% | +263.4% | +237.8% |
| All | +265.1% | +1.9% | +263.3% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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