+855.4%
MU vs C
+205.7%
+649.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.7% |
| 7D | -22.0% | -2.4% | -19.6% | -20.1% |
| 30D | -36.6% | -6.0% | -30.6% | -33.2% |
| 3M | -21.7% | -10.5% | -11.2% | -14.7% |
| 6M | +3.5% | -5.7% | +9.3% | +8.9% |
| YTD | +141.9% | +4.1% | +137.8% | +132.0% |
| 1Y | +189.8% | +20.5% | +169.4% | +146.5% |
| 3Y | +855.4% | +208.1% | +647.3% | +354.9% |
| All | +855.4% | +205.7% | +649.7% | +354.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling