+938.2%
MU vs CB
+107.6%
+830.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.4% |
| 7D | +12.8% | +2.9% | +9.9% | +13.2% |
| 30D | -14.9% | +7.3% | -22.2% | -14.1% |
| 3M | -18.0% | +9.4% | -27.4% | -17.1% |
| 6M | -3.1% | +19.6% | -22.8% | -2.8% |
| YTD | +172.9% | +21.5% | +151.4% | +171.6% |
| 1Y | +228.8% | +28.0% | +200.8% | +222.5% |
| 3Y | +950.8% | +74.9% | +876.0% | +779.5% |
| All | +938.2% | +107.6% | +830.7% | +691.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling