+950.8%
MU vs BWA
+64.0%
+886.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +12.8% | +4.3% | +8.5% | +9.3% |
| 30D | -14.9% | -13.0% | -1.8% | -4.3% |
| 3M | -18.0% | -24.8% | +6.8% | +2.2% |
| 6M | -3.1% | -23.5% | +20.4% | +21.9% |
| YTD | +172.9% | +13.8% | +159.1% | +158.6% |
| 1Y | +228.8% | +13.4% | +215.4% | +212.4% |
| 3Y | +950.8% | +62.8% | +888.1% | +631.0% |
| All | +950.8% | +64.0% | +886.9% | +631.0% |
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