+5,731.6%
MU vs BRO
+294.2%
+5,437.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.1% | -7.3% | +3.3% | -1.7% |
| 30D | +7.0% | -6.9% | +13.9% | +9.2% |
| 3M | -2.1% | +10.7% | -12.7% | -8.9% |
| 6M | +133.1% | -2.7% | +135.8% | +126.6% |
| YTD | +241.9% | -16.3% | +258.2% | +254.5% |
| 1Y | +548.8% | -29.1% | +577.8% | +628.4% |
| 3Y | +1,308.2% | -7.8% | +1,316.0% | +1,173.9% |
| 5Y | +1,260.7% | +18.7% | +1,242.0% | +885.1% |
| All | +5,731.6% | +294.2% | +5,437.4% | +1,903.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling