+2,368.8%
MU vs USHY
+49.7%
+2,319.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -3.6% |
| 7D | +2.0% | -0.7% | +2.7% | +4.1% |
| 30D | +12.5% | -0.5% | +13.1% | +14.3% |
| 3M | +9.6% | +0.5% | +9.1% | +8.7% |
| 6M | +142.6% | +1.5% | +141.1% | +136.5% |
| YTD | +242.7% | +1.7% | +240.9% | +233.2% |
| 1Y | +599.3% | +3.5% | +595.7% | +553.4% |
| 3Y | +1,308.3% | +27.2% | +1,281.1% | +730.2% |
| 5Y | +1,263.7% | +21.0% | +1,242.7% | +844.7% |
| All | +2,368.8% | +49.7% | +2,319.1% | +1,062.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling