+4,598.6%
MU vs C
+217.1%
+4,381.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.6% | +10.3% | +10.8% |
| 7D | +2.0% | -0.4% | +2.4% | +3.0% |
| 30D | -18.0% | -5.3% | -12.6% | -14.5% |
| 3M | -6.6% | -8.0% | +1.4% | -1.3% |
| 6M | +2.0% | -0.3% | +2.3% | +3.2% |
| YTD | +184.5% | +8.6% | +175.8% | +168.6% |
| 1Y | +236.9% | +25.8% | +211.0% | +189.8% |
| 3Y | +987.0% | +221.2% | +765.8% | +421.4% |
| 5Y | +1,014.6% | +113.6% | +901.1% | +574.4% |
| All | +4,598.6% | +217.1% | +4,381.5% | +2,174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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