+2,356.9%
MU vs WTW
+1,139.1%
+1,217.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.2% |
| 7D | +7.2% | -2.7% | +9.9% | +8.6% |
| 30D | +14.0% | -5.6% | +19.6% | +16.9% |
| 3M | +5.4% | +26.5% | -21.1% | -8.7% |
| 6M | +170.3% | +8.1% | +162.1% | +149.1% |
| YTD | +250.7% | -0.3% | +251.0% | +232.8% |
| 1Y | +662.1% | -0.9% | +663.0% | +619.9% |
| 3Y | +1,341.2% | +66.6% | +1,274.6% | +870.4% |
| 5Y | +1,319.3% | +54.0% | +1,265.4% | +890.9% |
| 10Y | +5,778.3% | +198.1% | +5,580.2% | +2,624.3% |
| All | +2,356.9% | +1,139.1% | +1,217.8% | +703.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling