+1,319.3%
MU vs GWW
+222.6%
+1,096.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.4% |
| 7D | +7.2% | -1.5% | +8.7% | +7.9% |
| 30D | +14.0% | +1.1% | +12.9% | +13.3% |
| 3M | +5.4% | -1.0% | +6.4% | +5.5% |
| 6M | +170.3% | +16.3% | +154.0% | +150.1% |
| YTD | +250.7% | +28.5% | +222.2% | +206.7% |
| 1Y | +662.1% | +30.3% | +631.8% | +561.1% |
| 3Y | +1,341.2% | +91.6% | +1,249.6% | +951.9% |
| 5Y | +1,319.3% | +224.0% | +1,095.4% | +727.2% |
| All | +1,319.3% | +222.6% | +1,096.7% | +727.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling