+6,045.6%
MU vs CAH
+304.0%
+5,741.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +7.5% | -2.2% | +9.7% | +8.3% |
| 30D | +19.4% | +1.2% | +18.2% | +18.7% |
| 3M | +9.8% | +13.1% | -3.3% | +4.5% |
| 6M | +164.1% | +8.5% | +155.7% | +153.4% |
| YTD | +260.3% | +17.6% | +242.7% | +234.3% |
| 1Y | +661.2% | +60.7% | +600.5% | +520.4% |
| 3Y | +1,380.8% | +183.2% | +1,197.7% | +848.6% |
| 5Y | +1,346.4% | +402.2% | +944.2% | +615.9% |
| All | +6,045.6% | +304.0% | +5,741.7% | +2,953.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling