+14,237.4%
MU vs BWA
+2,496.1%
+11,741.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +3.6% |
| 7D | -22.0% | -5.5% | -16.5% | -18.9% |
| 30D | -36.6% | -21.7% | -14.8% | -26.3% |
| 3M | -21.7% | -25.6% | +3.9% | -7.0% |
| 6M | +3.5% | -17.4% | +21.0% | +18.7% |
| YTD | +141.9% | +9.2% | +132.7% | +133.4% |
| 1Y | +189.8% | +9.7% | +180.1% | +178.9% |
| 3Y | +855.4% | +54.6% | +800.7% | +650.4% |
| 5Y | +869.2% | +26.8% | +842.4% | +732.0% |
| 10Y | +4,142.8% | +89.0% | +4,053.8% | +2,615.7% |
| All | +14,237.4% | +2,496.1% | +11,741.3% | +2,970.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling