+1,263.7%
MU vs GWRE
+14.4%
+1,249.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.6% |
| 7D | +2.0% | -30.9% | +33.0% | +8.0% |
| 30D | +12.5% | -20.7% | +33.2% | +15.6% |
| 3M | +9.6% | +20.2% | -10.5% | -1.2% |
| 6M | +142.6% | -11.9% | +154.5% | +137.7% |
| YTD | +242.7% | -30.3% | +273.0% | +264.3% |
| 1Y | +599.3% | -44.6% | +643.9% | +720.0% |
| 3Y | +1,308.3% | +48.8% | +1,259.5% | +892.0% |
| 5Y | +1,263.7% | +14.8% | +1,249.0% | +954.4% |
| All | +1,263.7% | +14.4% | +1,249.3% | +954.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling