+808.8%
MU vs CB
+74.6%
+734.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.7% | -16.8% | -18.0% |
| 7D | -29.7% | +2.6% | -32.3% | -28.3% |
| 30D | -37.2% | +11.2% | -48.4% | -31.9% |
| 3M | -26.5% | +5.7% | -32.2% | -22.7% |
| 6M | +2.6% | +15.9% | -13.4% | +15.9% |
| YTD | +130.1% | +20.2% | +110.0% | +164.3% |
| 1Y | +176.7% | +32.4% | +144.3% | +221.6% |
| All | +808.8% | +74.6% | +734.2% | +950.8% |
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