+186.6%
MU vs WFC
+1.6%
+185.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -15.2% | +0.9% | -16.1% | -15.1% |
| 30D | -29.5% | +3.3% | -32.8% | -29.2% |
| 3M | -15.8% | -1.4% | -14.3% | -15.3% |
| 6M | -2.9% | +14.7% | -17.6% | -1.7% |
| YTD | +154.2% | -5.9% | +160.2% | +171.7% |
| 1Y | +186.6% | +1.8% | +184.7% | +181.6% |
| All | +186.6% | +1.6% | +185.0% | +181.6% |
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