+3,971.9%
MU vs CAPR
-68.5%
+4,040.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.5% | +5.0% |
| 7D | -22.0% | +41.1% | -63.1% | -22.7% |
| 30D | -36.6% | +11.1% | -47.7% | -36.8% |
| 3M | -21.7% | +115.3% | -137.0% | -23.5% |
| 6M | +3.5% | -73.8% | +77.4% | +5.0% |
| YTD | +141.9% | -68.8% | +210.7% | +144.0% |
| 1Y | +189.8% | +43.3% | +146.5% | +166.1% |
| 3Y | +855.4% | +214.7% | +640.7% | +701.7% |
| 5Y | +869.2% | +141.3% | +727.9% | +700.6% |
| All | +3,971.9% | -68.5% | +4,040.5% | +2,995.8% |
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