+1,384.0%
MU vs CARR
+2.2%
+1,381.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +4.0% |
| 7D | +7.5% | +0.6% | +6.9% | +7.0% |
| 30D | +19.4% | -8.7% | +28.0% | +26.5% |
| 3M | +9.8% | -18.4% | +28.2% | +26.6% |
| 6M | +164.1% | -0.6% | +164.7% | +167.5% |
| YTD | +260.3% | +10.9% | +249.4% | +237.9% |
| 1Y | +661.2% | -7.3% | +668.5% | +695.7% |
| All | +1,384.0% | +2.2% | +1,381.8% | +1,235.7% |
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