+950.8%
MU vs CAG
-36.3%
+987.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -1.9% |
| 7D | +12.8% | -3.3% | +16.1% | +10.9% |
| 30D | -14.9% | +7.7% | -22.5% | -10.4% |
| 3M | -18.0% | -3.2% | -14.9% | -17.4% |
| 6M | -3.1% | +7.0% | -10.1% | +5.1% |
| YTD | +172.9% | -9.0% | +181.9% | +184.7% |
| 1Y | +228.8% | -9.6% | +238.4% | +242.5% |
| 3Y | +950.8% | -36.0% | +986.8% | +912.9% |
| All | +950.8% | -36.3% | +987.2% | +912.9% |
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