+72,065.9%
MU vs BBWI
+1,142.2%
+70,923.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +6.3% |
| 7D | -22.0% | -6.2% | -15.8% | -20.2% |
| 30D | -36.6% | +19.9% | -56.5% | -41.1% |
| 3M | -21.7% | +7.1% | -28.9% | -25.3% |
| 6M | +3.5% | +13.7% | -10.1% | -4.9% |
| YTD | +141.9% | +9.6% | +132.3% | +119.2% |
| 1Y | +189.8% | -1.6% | +191.5% | +170.2% |
| 3Y | +855.4% | -25.9% | +881.2% | +835.1% |
| 5Y | +869.2% | -67.8% | +937.0% | +1,120.0% |
| 10Y | +4,142.8% | -43.5% | +4,186.3% | +3,167.1% |
| All | +72,065.9% | +1,142.2% | +70,923.7% | +9,971.9% |
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