+5,731.6%
MU vs GWRE
+131.0%
+5,600.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -4.1% | -13.2% | +9.2% | +0.2% |
| 30D | +7.0% | -18.6% | +25.6% | +11.7% |
| 3M | -2.1% | +18.9% | -21.0% | -15.2% |
| 6M | +133.1% | -11.0% | +144.0% | +121.4% |
| YTD | +241.9% | -29.9% | +271.8% | +256.9% |
| 1Y | +548.8% | -44.3% | +593.1% | +658.7% |
| 3Y | +1,308.2% | +51.7% | +1,256.5% | +811.0% |
| 5Y | +1,260.7% | +15.4% | +1,245.3% | +891.8% |
| All | +5,731.6% | +131.0% | +5,600.7% | +2,716.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling