+106,206.6%
MU vs CAG
+604.9%
+105,601.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.3% |
| 7D | +9.0% | -3.8% | +12.8% | +9.9% |
| 30D | +13.8% | +3.1% | +10.7% | +12.9% |
| 3M | +2.1% | +23.5% | -21.4% | -4.2% |
| 6M | +153.8% | -14.8% | +168.7% | +159.9% |
| YTD | +256.4% | -5.4% | +261.8% | +253.1% |
| 1Y | +719.8% | -11.8% | +731.6% | +724.3% |
| 3Y | +1,360.4% | -36.7% | +1,397.0% | +1,465.0% |
| 5Y | +1,312.4% | -40.3% | +1,352.7% | +1,414.5% |
| 10Y | +6,142.6% | -37.0% | +6,179.6% | +6,089.4% |
| All | +106,206.6% | +604.9% | +105,601.8% | +41,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling