+855.4%
MU vs WFC
+115.4%
+740.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | -22.0% | +1.2% | -23.3% | -22.3% |
| 30D | -36.6% | +5.2% | -41.8% | -38.0% |
| 3M | -21.7% | -3.0% | -18.7% | -20.8% |
| 6M | +3.5% | +6.2% | -2.7% | -0.7% |
| YTD | +141.9% | -7.9% | +149.8% | +149.6% |
| 1Y | +189.8% | +0.3% | +189.6% | +183.0% |
| 3Y | +855.4% | +117.7% | +737.6% | +517.3% |
| All | +855.4% | +115.4% | +740.0% | +517.3% |
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