+3,971.9%
MU vs WM
+339.4%
+3,632.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +5.6% |
| 7D | -22.0% | +1.2% | -23.2% | -22.3% |
| 30D | -36.6% | +13.1% | -49.6% | -38.8% |
| 3M | -21.7% | +3.6% | -25.3% | -22.8% |
| 6M | +3.5% | +8.1% | -4.5% | -1.1% |
| YTD | +141.9% | +8.9% | +133.0% | +128.0% |
| 1Y | +189.8% | +20.3% | +169.5% | +159.8% |
| 3Y | +855.4% | +46.2% | +809.2% | +647.3% |
| 5Y | +869.2% | +59.9% | +809.3% | +599.8% |
| All | +3,971.9% | +339.4% | +3,632.5% | +1,279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling