+911.7%
MU vs CAPR
+151.3%
+760.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.9% | -1.0% |
| 7D | -15.2% | +7.6% | -22.8% | -15.3% |
| 30D | -29.5% | +13.3% | -42.8% | -29.6% |
| 3M | -15.8% | +130.4% | -146.2% | -16.4% |
| 6M | -2.9% | -70.8% | +67.9% | -2.4% |
| YTD | +154.2% | -69.3% | +223.5% | +155.3% |
| 1Y | +186.6% | +59.5% | +127.1% | +179.1% |
| 3Y | +871.5% | +216.8% | +654.7% | +722.0% |
| 5Y | +911.7% | +152.7% | +759.0% | +700.9% |
| All | +911.7% | +151.3% | +760.4% | +700.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling