+4,598.6%
MU vs CAH
+411.3%
+4,187.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.6% | +11.8% |
| 7D | +2.0% | +5.9% | -3.9% | 0.0% |
| 30D | -18.0% | +16.5% | -34.5% | -22.5% |
| 3M | -6.6% | +15.7% | -22.3% | -11.8% |
| 6M | +2.0% | +52.7% | -50.7% | -13.9% |
| YTD | +184.5% | +36.3% | +148.2% | +149.1% |
| 1Y | +236.9% | +36.7% | +200.1% | +194.7% |
| 3Y | +987.0% | +178.2% | +808.8% | +599.6% |
| 5Y | +1,014.6% | +515.8% | +498.9% | +402.2% |
| All | +4,598.6% | +411.3% | +4,187.3% | +2,022.5% |
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