+3,773.6%
MU vs WM
+348.7%
+3,424.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.2% | -18.6% | -17.7% |
| 7D | -29.7% | +4.5% | -34.2% | -30.5% |
| 30D | -37.2% | +16.1% | -53.3% | -39.7% |
| 3M | -26.5% | +8.0% | -34.5% | -28.3% |
| 6M | +2.6% | +8.4% | -5.9% | -1.8% |
| YTD | +130.1% | +11.2% | +118.9% | +116.0% |
| 1Y | +176.7% | +22.3% | +154.4% | +147.5% |
| 3Y | +813.1% | +50.2% | +762.9% | +608.7% |
| 5Y | +822.0% | +63.3% | +758.7% | +562.9% |
| All | +3,773.6% | +348.7% | +3,424.9% | +1,206.3% |
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