+661.2%
MU vs CAI
-31.0%
+692.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +5.9% | +2.9% |
| 7D | +7.5% | -3.1% | +10.6% | +7.7% |
| 30D | +19.4% | +2.7% | +16.7% | +19.2% |
| 3M | +9.8% | +41.7% | -31.9% | +7.6% |
| 6M | +164.1% | +26.5% | +137.7% | +158.3% |
| YTD | +260.3% | -10.9% | +271.2% | +276.9% |
| 1Y | +661.2% | -29.2% | +690.4% | +768.1% |
| All | +661.2% | -31.0% | +692.1% | +768.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling