+1,319.3%
MU vs USHY
+21.9%
+1,297.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | +7.2% | 0.0% | +7.1% | +7.1% |
| 30D | +14.0% | 0.0% | +14.0% | +14.1% |
| 3M | +5.4% | +1.2% | +4.2% | +2.5% |
| 6M | +170.3% | +2.6% | +167.7% | +154.9% |
| YTD | +250.7% | +2.4% | +248.2% | +233.4% |
| 1Y | +662.1% | +4.2% | +657.9% | +595.3% |
| 3Y | +1,341.2% | +28.0% | +1,313.2% | +743.3% |
| 5Y | +1,319.3% | +21.8% | +1,297.6% | +1,043.7% |
| All | +1,319.3% | +21.9% | +1,297.5% | +1,043.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling