+950.8%
MU vs WFC
+126.5%
+824.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.7% |
| 7D | +12.8% | +2.5% | +10.3% | +11.6% |
| 30D | -14.9% | +7.0% | -21.9% | -17.3% |
| 3M | -18.0% | -1.8% | -16.3% | -17.5% |
| 6M | -3.1% | +18.4% | -21.5% | -11.6% |
| YTD | +172.9% | -5.6% | +178.5% | +178.5% |
| 1Y | +228.8% | +3.9% | +225.0% | +215.4% |
| 3Y | +950.8% | +126.3% | +824.5% | +556.8% |
| All | +950.8% | +126.5% | +824.4% | +556.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling