+938.2%
MU vs BBWI
-67.6%
+1,005.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | +12.8% | +0.1% | +12.7% | +12.8% |
| 30D | -14.9% | +12.9% | -27.7% | -18.2% |
| 3M | -18.0% | +16.0% | -34.0% | -22.8% |
| 6M | -3.1% | +16.6% | -19.7% | -10.6% |
| YTD | +172.9% | +9.7% | +163.2% | +151.0% |
| 1Y | +228.8% | +1.5% | +227.3% | +207.7% |
| 3Y | +950.8% | -21.4% | +972.2% | +915.4% |
| All | +938.2% | -67.6% | +1,005.9% | +1,272.4% |
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