+4,524.1%
MU vs CAH
+412.5%
+4,111.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +21.6% | +3.9% | +17.8% | +20.2% |
| 30D | -16.2% | +16.0% | -32.2% | -20.7% |
| 3M | -12.4% | +19.1% | -31.4% | -18.1% |
| 6M | +4.2% | +53.0% | -48.9% | -12.2% |
| YTD | +180.0% | +36.6% | +143.3% | +145.0% |
| 1Y | +226.4% | +37.4% | +189.0% | +185.0% |
| 3Y | +969.7% | +178.8% | +790.9% | +587.9% |
| 5Y | +957.9% | +498.6% | +459.4% | +382.5% |
| All | +4,524.1% | +412.5% | +4,111.6% | +1,987.1% |
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