+106,206.6%
MU vs CAH
+15,076.3%
+91,130.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.3% |
| 7D | +9.0% | +5.4% | +3.6% | +7.0% |
| 30D | +13.8% | +3.3% | +10.5% | +12.3% |
| 3M | +2.1% | +22.8% | -20.7% | -5.8% |
| 6M | +153.8% | +11.3% | +142.5% | +141.1% |
| YTD | +256.4% | +21.1% | +235.3% | +227.6% |
| 1Y | +719.8% | +67.2% | +652.5% | +565.8% |
| 3Y | +1,360.4% | +195.6% | +1,164.7% | +852.8% |
| 5Y | +1,312.4% | +413.8% | +898.6% | +643.0% |
| 10Y | +6,142.6% | +309.6% | +5,833.0% | +3,258.0% |
| All | +106,206.6% | +15,076.3% | +91,130.3% | +23,688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling