+662.1%
MU vs WFC
+13.8%
+648.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.7% |
| 7D | +7.2% | +1.1% | +6.1% | +7.3% |
| 30D | +14.0% | +0.8% | +13.2% | +14.2% |
| 3M | +5.4% | +9.3% | -3.9% | +6.6% |
| 6M | +170.3% | +10.6% | +159.6% | +171.7% |
| YTD | +250.7% | -4.1% | +254.7% | +262.9% |
| 1Y | +662.1% | +13.6% | +648.5% | +700.0% |
| All | +662.1% | +13.8% | +648.3% | +700.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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