+906.2%
MU vs GWW
+89.8%
+816.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.0% |
| 7D | -12.0% | +5.3% | -17.3% | -13.9% |
| 30D | -28.7% | +12.4% | -41.2% | -32.4% |
| 3M | -16.4% | +13.7% | -30.2% | -21.4% |
| 6M | -1.8% | +18.0% | -19.8% | -9.6% |
| YTD | +157.1% | +44.6% | +112.5% | +107.8% |
| 1Y | +208.5% | +53.1% | +155.4% | +140.2% |
| 3Y | +906.2% | +90.2% | +815.9% | +565.6% |
| All | +906.2% | +89.8% | +816.4% | +565.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling