+3.5%
MU vs BWA
-16.6%
+20.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +1.5% |
| 7D | -22.0% | -5.5% | -16.5% | -15.1% |
| 30D | -36.6% | -21.7% | -14.8% | -12.8% |
| 3M | -21.7% | -25.6% | +3.9% | +12.8% |
| 6M | +3.5% | -17.4% | +21.0% | +35.0% |
| All | +3.5% | -16.6% | +20.1% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling