+12,950.4%
MU vs GWRE
+793.8%
+12,156.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.8% | +6.2% | +1.0% |
| 7D | +7.2% | -25.6% | +32.7% | +16.3% |
| 30D | +14.0% | -12.2% | +26.2% | +16.3% |
| 3M | +5.4% | +17.7% | -12.3% | -7.3% |
| 6M | +170.3% | -11.3% | +181.6% | +158.5% |
| YTD | +250.7% | -25.5% | +276.2% | +255.2% |
| 1Y | +662.1% | -42.8% | +704.9% | +766.0% |
| 3Y | +1,341.2% | +59.0% | +1,282.2% | +885.3% |
| 5Y | +1,319.3% | +21.6% | +1,297.8% | +961.2% |
| 10Y | +5,778.3% | +139.2% | +5,639.1% | +3,148.2% |
| All | +12,950.4% | +793.8% | +12,156.6% | +5,886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling