+995.4%
MU vs W
+167.8%
+827.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.4% |
| 7D | +2.0% | -7.4% | +9.4% | +4.9% |
| 30D | -18.0% | +7.8% | -25.8% | -19.9% |
| 3M | -6.6% | +10.9% | -17.5% | -10.1% |
| 6M | +2.0% | +86.4% | -84.4% | -18.2% |
| YTD | +184.5% | +14.0% | +170.5% | +161.1% |
| 1Y | +236.9% | +3.5% | +233.3% | +216.8% |
| All | +995.4% | +167.8% | +827.6% | +592.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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