+228.8%
MU vs CAPR
+63.5%
+165.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.9% | +4.4% | -2.5% |
| 7D | +12.8% | +5.9% | +6.9% | +12.8% |
| 30D | -14.9% | +44.6% | -59.5% | -14.8% |
| 3M | -18.0% | +126.4% | -144.4% | -17.7% |
| 6M | -3.1% | -68.6% | +65.5% | -3.2% |
| YTD | +172.9% | -67.0% | +239.9% | +172.8% |
| 1Y | +228.8% | +65.2% | +163.7% | +236.7% |
| All | +228.8% | +63.5% | +165.4% | +236.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling