+106,206.6%
MU vs BBWI
+1,034.6%
+105,172.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.3% | +5.1% |
| 7D | +9.0% | +1.5% | +7.5% | +8.4% |
| 30D | +13.8% | -5.2% | +19.0% | +15.1% |
| 3M | +2.1% | +11.1% | -9.0% | -3.9% |
| 6M | +153.8% | -13.4% | +167.2% | +156.2% |
| YTD | +256.4% | +0.1% | +256.3% | +238.1% |
| 1Y | +719.8% | -36.1% | +755.9% | +802.5% |
| 3Y | +1,360.4% | -44.1% | +1,404.5% | +1,498.2% |
| 5Y | +1,312.4% | -66.2% | +1,378.7% | +1,663.1% |
| 10Y | +6,142.6% | -54.8% | +6,197.3% | +5,227.5% |
| All | +106,206.6% | +1,034.6% | +105,172.0% | +15,433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling