+5,778.3%
MU vs CCI
+17.2%
+5,761.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +7.2% | +0.2% | +7.0% | +7.1% |
| 30D | +14.0% | +0.5% | +13.5% | +13.8% |
| 3M | +5.4% | -16.3% | +21.7% | +8.0% |
| 6M | +170.3% | -13.9% | +184.2% | +173.6% |
| YTD | +250.7% | -12.4% | +263.1% | +251.4% |
| 1Y | +662.1% | -15.2% | +677.3% | +668.5% |
| 3Y | +1,341.2% | -9.9% | +1,351.1% | +1,256.8% |
| 5Y | +1,319.3% | -50.8% | +1,370.2% | +1,588.8% |
| 10Y | +5,778.3% | +18.3% | +5,760.0% | +5,366.9% |
| All | +5,778.3% | +17.2% | +5,761.1% | +5,366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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