+4,407.5%
MU vs GWW
+658.3%
+3,749.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +12.8% | +3.6% | +9.2% | +11.0% |
| 30D | -14.9% | +12.1% | -27.0% | -19.4% |
| 3M | -18.0% | +12.9% | -30.9% | -22.9% |
| 6M | -3.1% | +19.3% | -22.4% | -11.5% |
| YTD | +172.9% | +48.7% | +124.2% | +122.1% |
| 1Y | +228.8% | +60.5% | +168.3% | +157.4% |
| 3Y | +950.8% | +93.3% | +857.6% | +651.3% |
| 5Y | +931.3% | +219.0% | +712.3% | +465.4% |
| All | +4,407.5% | +658.3% | +3,749.2% | +2,048.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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