+1,384.0%
MU vs CAH
+183.2%
+1,200.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +7.5% | -2.2% | +9.7% | +7.8% |
| 30D | +19.4% | +1.2% | +18.2% | +19.1% |
| 3M | +9.8% | +13.1% | -3.3% | +7.5% |
| 6M | +164.1% | +8.5% | +155.7% | +161.9% |
| YTD | +260.3% | +17.6% | +242.7% | +249.8% |
| 1Y | +661.2% | +60.7% | +600.5% | +573.6% |
| All | +1,384.0% | +183.2% | +1,200.8% | +1,029.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling