+540.6%
MU vs CAI
-14.7%
+555.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.1% |
| 7D | +12.8% | -8.7% | +21.5% | +14.0% |
| 30D | -14.9% | -23.8% | +9.0% | -11.2% |
| 3M | -18.0% | +3.9% | -21.9% | -15.7% |
| 6M | -3.1% | +56.8% | -60.0% | -2.3% |
| YTD | +172.9% | -14.6% | +187.5% | +187.7% |
| 1Y | +228.8% | -5.2% | +234.0% | +244.4% |
| All | +540.6% | -14.7% | +555.3% | +574.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling