+1,311.3%
MU vs BRO
-7.4%
+1,318.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -5.1% |
| 7D | +2.0% | -8.6% | +10.6% | -2.4% |
| 30D | +12.5% | -6.9% | +19.5% | +8.9% |
| 3M | +9.6% | +10.5% | -0.9% | +15.4% |
| 6M | +142.6% | -2.8% | +145.4% | +156.7% |
| YTD | +242.7% | -16.1% | +258.8% | +260.5% |
| 1Y | +599.3% | -27.6% | +626.9% | +646.8% |
| All | +1,311.3% | -7.4% | +1,318.7% | +1,404.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling