+599.3%
MU vs CARR
-9.9%
+609.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.3% |
| 7D | +2.0% | -4.1% | +6.1% | +5.1% |
| 30D | +12.5% | -11.0% | +23.5% | +21.9% |
| 3M | +9.6% | -16.4% | +26.0% | +25.9% |
| 6M | +142.6% | -2.4% | +145.0% | +156.2% |
| YTD | +242.7% | +8.4% | +234.2% | +234.7% |
| 1Y | +599.3% | -8.0% | +607.3% | +731.2% |
| All | +599.3% | -9.9% | +609.2% | +731.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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