+950.8%
MU vs CARR
+10.4%
+940.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +12.8% | +3.5% | +9.3% | +10.4% |
| 30D | -14.9% | +0.4% | -15.2% | -14.7% |
| 3M | -18.0% | -14.1% | -4.0% | -9.0% |
| 6M | -3.1% | -16.7% | +13.6% | +11.8% |
| YTD | +172.9% | +4.2% | +168.7% | +166.5% |
| 1Y | +228.8% | -0.2% | +229.0% | +230.1% |
| 3Y | +950.8% | +10.9% | +940.0% | +857.2% |
| All | +950.8% | +10.4% | +940.4% | +857.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling