+975.0%
MU vs W
-53.1%
+1,028.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.5% |
| 7D | +2.0% | -7.4% | +9.4% | +4.4% |
| 30D | -18.0% | +7.8% | -25.8% | -19.6% |
| 3M | -6.6% | +10.9% | -17.5% | -9.5% |
| 6M | +2.0% | +86.4% | -84.4% | -14.5% |
| YTD | +184.5% | +14.0% | +170.5% | +165.9% |
| 1Y | +236.9% | +3.5% | +233.3% | +221.0% |
| 3Y | +987.0% | +164.8% | +822.2% | +659.8% |
| All | +975.0% | -53.1% | +1,028.1% | +918.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling