+186.6%
MU vs CAG
-5.9%
+192.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.6% |
| 7D | -15.2% | +6.6% | -21.8% | -10.0% |
| 30D | -29.5% | +13.9% | -43.4% | -20.6% |
| 3M | -15.8% | +4.0% | -19.8% | -10.4% |
| 6M | -2.9% | +10.0% | -12.9% | +14.3% |
| YTD | +154.2% | -6.1% | +160.4% | +187.8% |
| 1Y | +186.6% | -4.3% | +190.9% | +219.1% |
| All | +186.6% | -5.9% | +192.5% | +219.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling