+719.8%
MU vs BWA
+59.1%
+660.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.3% | +3.8% |
| 7D | +9.0% | +5.7% | +3.3% | +4.2% |
| 30D | +13.8% | +1.4% | +12.4% | +12.2% |
| 3M | +2.1% | -12.1% | +14.2% | +13.2% |
| 6M | +153.8% | +28.6% | +125.2% | +127.9% |
| YTD | +256.4% | +51.1% | +205.3% | +181.0% |
| 1Y | +719.8% | +55.9% | +663.9% | +539.3% |
| All | +719.8% | +59.1% | +660.7% | +539.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling