+2,099.7%
MU vs CARR
+394.0%
+1,705.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +12.8% | +3.5% | +9.3% | +11.2% |
| 30D | -14.9% | +0.4% | -15.2% | -14.7% |
| 3M | -18.0% | -14.1% | -4.0% | -12.1% |
| 6M | -3.1% | -16.7% | +13.6% | +6.7% |
| YTD | +172.9% | +4.2% | +168.7% | +170.7% |
| 1Y | +228.8% | -0.2% | +229.0% | +232.1% |
| 3Y | +950.8% | +10.9% | +940.0% | +926.3% |
| 5Y | +931.3% | +3.9% | +927.4% | +885.2% |
| All | +2,099.7% | +394.0% | +1,705.7% | +1,823.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling