+4,609.2%
MU vs CAPR
-59.1%
+4,668.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +26.5% | -14.6% | +11.2% |
| 7D | +2.0% | +25.8% | -23.8% | +1.4% |
| 30D | -18.0% | +50.2% | -68.2% | -18.9% |
| 3M | -6.6% | +185.5% | -192.1% | -9.4% |
| 6M | +2.0% | -64.8% | +66.9% | +2.8% |
| YTD | +184.5% | -61.1% | +245.6% | +185.2% |
| 1Y | +236.9% | +81.0% | +155.9% | +207.6% |
| 3Y | +987.0% | +300.7% | +686.2% | +806.0% |
| 5Y | +1,014.6% | +223.3% | +791.3% | +812.5% |
| 10Y | +4,609.2% | -58.8% | +4,668.0% | +3,460.7% |
| All | +4,609.2% | -59.1% | +4,668.3% | +3,460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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