+1,245.2%
MU vs BRO
+17.6%
+1,227.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.1% | -7.3% | +3.3% | -4.2% |
| 30D | +7.0% | -6.9% | +13.9% | +6.8% |
| 3M | -2.1% | +10.7% | -12.7% | -3.9% |
| 6M | +133.1% | -2.7% | +135.8% | +135.1% |
| YTD | +241.9% | -16.3% | +258.2% | +257.7% |
| 1Y | +548.8% | -29.1% | +577.8% | +616.6% |
| 3Y | +1,308.2% | -7.8% | +1,316.0% | +1,228.1% |
| All | +1,245.2% | +17.6% | +1,227.5% | +993.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling