+661.2%
MU vs CAH
+61.7%
+599.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.7% |
| 7D | +7.5% | -2.2% | +9.7% | +7.2% |
| 30D | +19.4% | +1.2% | +18.2% | +19.7% |
| 3M | +9.8% | +13.1% | -3.3% | +11.1% |
| 6M | +164.1% | +8.5% | +155.7% | +172.3% |
| YTD | +260.3% | +17.6% | +242.7% | +272.2% |
| 1Y | +661.2% | +60.7% | +600.5% | +673.4% |
| All | +661.2% | +61.7% | +599.5% | +673.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling