+5,413.8%
MU vs CAPR
-99.1%
+5,512.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.6% | -13.9% | -17.4% |
| 7D | -29.7% | +29.7% | -59.5% | -30.1% |
| 30D | -37.2% | +11.0% | -48.2% | -37.4% |
| 3M | -26.5% | +118.8% | -145.3% | -28.0% |
| 6M | +2.6% | -73.9% | +76.5% | +3.8% |
| YTD | +130.1% | -70.2% | +200.4% | +132.0% |
| 1Y | +176.7% | +38.3% | +138.4% | +157.2% |
| 3Y | +813.1% | +199.7% | +613.4% | +703.7% |
| 5Y | +822.0% | +130.6% | +691.4% | +704.2% |
| 10Y | +3,936.2% | -68.5% | +4,004.7% | +3,215.7% |
| All | +5,413.8% | -99.1% | +5,512.9% | +4,163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling