+5,778.3%
MU vs CAG
-36.5%
+5,814.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | +7.2% | -5.3% | +12.4% | +7.3% |
| 30D | +14.0% | +1.0% | +13.0% | +13.9% |
| 3M | +5.4% | +17.4% | -12.0% | +4.8% |
| 6M | +170.3% | -16.8% | +187.1% | +175.8% |
| YTD | +250.7% | -6.8% | +257.4% | +253.2% |
| 1Y | +662.1% | -15.4% | +677.5% | +674.8% |
| 3Y | +1,341.2% | -37.1% | +1,378.3% | +1,396.8% |
| 5Y | +1,319.3% | -41.3% | +1,360.6% | +1,377.2% |
| 10Y | +5,778.3% | -35.5% | +5,813.8% | +5,433.3% |
| All | +5,778.3% | -36.5% | +5,814.8% | +5,433.3% |
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