+5,975.2%
MU vs CAPR
-75.3%
+6,050.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +6.1% |
| 7D | +9.0% | -2.0% | +11.0% | +9.0% |
| 30D | +13.8% | +139.2% | -125.4% | +11.1% |
| 3M | +2.1% | -66.4% | +68.5% | +3.2% |
| 6M | +153.8% | -63.1% | +216.9% | +155.6% |
| YTD | +256.4% | -67.4% | +323.8% | +259.6% |
| 1Y | +719.8% | +58.2% | +661.5% | +649.5% |
| 3Y | +1,360.4% | +42.2% | +1,318.2% | +1,165.6% |
| 5Y | +1,312.4% | +87.3% | +1,225.2% | +1,081.0% |
| All | +5,975.2% | -75.3% | +6,050.5% | +4,504.9% |
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