+855.4%
MU vs CAG
-34.1%
+889.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.9% | +4.2% |
| 7D | -22.0% | +5.8% | -27.8% | -19.2% |
| 30D | -36.6% | +16.4% | -52.9% | -30.7% |
| 3M | -21.7% | +3.8% | -25.5% | -18.5% |
| 6M | +3.5% | +10.8% | -7.3% | +14.3% |
| YTD | +141.9% | -5.8% | +147.8% | +156.7% |
| 1Y | +189.8% | -2.4% | +192.2% | +210.5% |
| 3Y | +855.4% | -33.4% | +888.8% | +824.4% |
| All | +855.4% | -34.1% | +889.5% | +824.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling