+107,375.7%
MU vs BRO
+25,667.1%
+81,708.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.4% |
| 7D | +7.5% | -7.6% | +15.1% | +9.8% |
| 30D | +19.4% | -6.9% | +26.2% | +21.4% |
| 3M | +9.8% | +12.8% | -3.0% | +3.9% |
| 6M | +164.1% | -5.9% | +170.0% | +160.2% |
| YTD | +260.3% | -15.9% | +276.2% | +264.4% |
| 1Y | +661.2% | -28.1% | +689.3% | +701.2% |
| 3Y | +1,380.8% | -7.0% | +1,387.8% | +1,320.8% |
| 5Y | +1,346.4% | +18.0% | +1,328.4% | +1,182.9% |
| 10Y | +6,169.9% | +293.9% | +5,876.0% | +3,926.5% |
| All | +107,375.7% | +25,667.1% | +81,708.6% | +60,343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling