+27,734.8%
MU vs CB
+7,167.0%
+20,567.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.7% | -16.8% | -17.2% |
| 7D | -29.7% | +2.6% | -32.3% | -30.5% |
| 30D | -37.2% | +11.2% | -48.4% | -40.0% |
| 3M | -26.5% | +5.7% | -32.2% | -28.5% |
| 6M | +2.6% | +15.9% | -13.4% | -5.7% |
| YTD | +130.1% | +20.2% | +110.0% | +106.6% |
| 1Y | +176.7% | +32.4% | +144.3% | +138.0% |
| 3Y | +813.1% | +75.5% | +737.6% | +581.5% |
| 5Y | +822.0% | +105.5% | +716.5% | +539.4% |
| 10Y | +3,936.2% | +258.5% | +3,677.6% | +2,071.7% |
| All | +27,734.8% | +7,167.0% | +20,567.8% | +6,694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling