+2,772.7%
MU vs CARR
+441.9%
+2,330.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.6% |
| 7D | +9.0% | +1.6% | +7.4% | +8.2% |
| 30D | +13.8% | -8.7% | +22.6% | +18.6% |
| 3M | +2.1% | -12.6% | +14.7% | +9.6% |
| 6M | +153.8% | -1.5% | +155.3% | +157.5% |
| YTD | +256.4% | +14.3% | +242.1% | +238.2% |
| 1Y | +719.8% | -4.6% | +724.3% | +736.8% |
| 3Y | +1,360.4% | +7.3% | +1,353.0% | +1,318.9% |
| 5Y | +1,312.4% | +11.6% | +1,300.8% | +1,194.5% |
| All | +2,772.7% | +441.9% | +2,330.8% | +2,303.3% |
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