+4,271.9%
MU vs CAG
-38.3%
+4,310.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +5.9% | +6.3% |
| 7D | -12.0% | +4.6% | -16.6% | -11.9% |
| 30D | -28.7% | +14.7% | -43.4% | -28.6% |
| 3M | -16.4% | +2.4% | -18.8% | -16.2% |
| 6M | -1.8% | +10.7% | -12.5% | -1.5% |
| YTD | +157.1% | -5.5% | +162.6% | +159.8% |
| 1Y | +208.5% | -4.6% | +213.1% | +211.2% |
| 3Y | +906.2% | -34.4% | +940.6% | +941.8% |
| 5Y | +893.4% | -39.2% | +932.6% | +930.9% |
| 10Y | +4,271.9% | -39.0% | +4,310.8% | +4,146.6% |
| All | +4,271.9% | -38.3% | +4,310.2% | +4,146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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