+1,346.4%
MU vs CAH
+400.5%
+945.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +7.5% | -2.2% | +9.7% | +8.0% |
| 30D | +19.4% | +1.2% | +18.2% | +18.9% |
| 3M | +9.8% | +13.1% | -3.3% | +6.2% |
| 6M | +164.1% | +8.5% | +155.7% | +158.2% |
| YTD | +260.3% | +17.6% | +242.7% | +243.0% |
| 1Y | +661.2% | +60.7% | +600.5% | +550.6% |
| 3Y | +1,380.8% | +183.2% | +1,197.7% | +928.8% |
| 5Y | +1,346.4% | +402.2% | +944.2% | +660.2% |
| All | +1,346.4% | +400.5% | +945.9% | +660.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling