+855.4%
MU vs BWA
+51.7%
+803.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +3.0% |
| 7D | -22.0% | -5.5% | -16.5% | -17.9% |
| 30D | -36.6% | -21.7% | -14.8% | -22.9% |
| 3M | -21.7% | -25.6% | +3.9% | -1.9% |
| 6M | +3.5% | -17.4% | +21.0% | +24.8% |
| YTD | +141.9% | +9.2% | +132.7% | +136.6% |
| 1Y | +189.8% | +9.7% | +180.1% | +182.3% |
| 3Y | +855.4% | +54.6% | +800.7% | +590.2% |
| All | +855.4% | +51.7% | +803.7% | +590.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling