+4,271.9%
MU vs CB
+246.2%
+4,025.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -12.0% | -1.5% | -10.6% | -11.7% |
| 30D | -28.7% | +6.5% | -35.3% | -30.4% |
| 3M | -16.4% | +4.1% | -20.5% | -18.0% |
| 6M | -1.8% | +14.4% | -16.2% | -8.6% |
| YTD | +157.1% | +17.5% | +139.6% | +133.8% |
| 1Y | +208.5% | +27.5% | +181.0% | +169.4% |
| 3Y | +906.2% | +71.6% | +834.6% | +628.7% |
| 5Y | +893.4% | +100.6% | +792.8% | +551.6% |
| 10Y | +4,271.9% | +243.0% | +4,028.9% | +2,137.9% |
| All | +4,271.9% | +246.2% | +4,025.7% | +2,137.9% |
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