+265.1%
MU vs BWA
+17.4%
+247.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.5% | -4.5% | -4.9% |
| 7D | -19.1% | -9.9% | -9.2% | -11.8% |
| 30D | -25.2% | -16.4% | -8.9% | -13.6% |
| 3M | -10.9% | -19.8% | +8.9% | +5.4% |
| 6M | +38.0% | -10.0% | +48.0% | +62.0% |
| YTD | +178.8% | +12.7% | +166.1% | +174.5% |
| 1Y | +265.1% | +15.7% | +249.5% | +254.7% |
| All | +265.1% | +17.4% | +247.8% | +254.7% |
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