+1,319.3%
MU vs BTI
+115.0%
+1,204.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +7.2% | -1.4% | +8.5% | +7.2% |
| 30D | +14.0% | -7.0% | +21.0% | +14.4% |
| 3M | +5.4% | -6.3% | +11.7% | +5.2% |
| 6M | +170.3% | -2.0% | +172.2% | +165.9% |
| YTD | +250.7% | +0.2% | +250.5% | +244.4% |
| 1Y | +662.1% | +3.8% | +658.3% | +643.7% |
| 3Y | +1,341.2% | +112.1% | +1,229.1% | +1,057.7% |
| 5Y | +1,319.3% | +113.6% | +1,205.7% | +1,110.0% |
| All | +1,319.3% | +115.0% | +1,204.4% | +1,110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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