+75,738.0%
MU vs CAH
+16,933.8%
+58,804.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -15.2% | +9.4% | -24.6% | -18.0% |
| 30D | -29.5% | +16.5% | -46.0% | -33.5% |
| 3M | -15.8% | +17.0% | -32.7% | -20.9% |
| 6M | -2.9% | +51.4% | -54.3% | -17.6% |
| YTD | +154.2% | +36.0% | +118.3% | +123.0% |
| 1Y | +186.6% | +36.0% | +150.6% | +151.3% |
| 3Y | +871.5% | +177.5% | +694.0% | +545.9% |
| 5Y | +911.7% | +509.2% | +402.5% | +398.3% |
| 10Y | +4,277.4% | +408.1% | +3,869.3% | +2,077.3% |
| All | +75,738.0% | +16,933.8% | +58,804.1% | +16,091.1% |
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