+662.1%
MU vs CAG
-15.1%
+677.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -2.5% |
| 7D | +7.2% | -5.3% | +12.4% | +3.5% |
| 30D | +14.0% | +1.0% | +13.0% | +14.8% |
| 3M | +5.4% | +17.4% | -12.0% | +20.1% |
| 6M | +170.3% | -16.8% | +187.1% | +175.4% |
| YTD | +250.7% | -6.8% | +257.4% | +277.0% |
| 1Y | +662.1% | -15.4% | +677.5% | +747.4% |
| All | +662.1% | -15.1% | +677.2% | +747.4% |
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