+1,315.7%
MU vs BBWI
-66.0%
+1,381.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.3% | +5.2% |
| 7D | +9.0% | +1.5% | +7.5% | +8.5% |
| 30D | +13.8% | -5.2% | +19.0% | +15.0% |
| 3M | +2.1% | +11.1% | -9.0% | -3.2% |
| 6M | +153.8% | -13.4% | +167.2% | +157.3% |
| YTD | +256.4% | +0.1% | +256.3% | +240.0% |
| 1Y | +719.8% | -36.1% | +755.9% | +802.6% |
| 3Y | +1,360.4% | -44.1% | +1,404.5% | +1,493.7% |
| All | +1,315.7% | -66.0% | +1,381.7% | +1,720.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling