+3,971.9%
MU vs CB
+248.0%
+3,724.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.7% |
| 7D | -22.0% | +0.2% | -22.3% | -22.1% |
| 30D | -36.6% | +9.1% | -45.6% | -38.6% |
| 3M | -21.7% | +3.4% | -25.1% | -23.0% |
| 6M | +3.5% | +14.1% | -10.5% | -3.5% |
| YTD | +141.9% | +18.0% | +123.9% | +119.8% |
| 1Y | +189.8% | +30.1% | +159.7% | +151.0% |
| 3Y | +855.4% | +71.8% | +783.6% | +592.4% |
| 5Y | +869.2% | +101.8% | +767.3% | +534.3% |
| All | +3,971.9% | +248.0% | +3,724.0% | +2,108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling