+1,362.4%
MU vs CB
+74.5%
+1,288.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +4.9% |
| 7D | +9.0% | +0.5% | +8.5% | +9.4% |
| 30D | +13.8% | -3.1% | +16.9% | +11.9% |
| 3M | +2.1% | +9.0% | -6.9% | +8.0% |
| 6M | +153.8% | +2.9% | +151.0% | +165.4% |
| YTD | +256.4% | +10.1% | +246.3% | +279.9% |
| 1Y | +719.8% | +22.8% | +697.0% | +783.2% |
| All | +1,362.4% | +74.5% | +1,288.0% | +1,471.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling