+855.4%
MU vs CCI
+6.3%
+849.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +4.1% |
| 7D | -22.0% | -0.1% | -21.9% | -21.9% |
| 30D | -36.6% | +28.4% | -65.0% | -29.6% |
| 3M | -21.7% | +20.0% | -41.7% | -15.6% |
| 6M | +3.5% | +0.8% | +2.8% | +6.7% |
| YTD | +141.9% | +3.6% | +138.3% | +152.2% |
| 1Y | +189.8% | +6.1% | +183.7% | +204.4% |
| 3Y | +855.4% | +7.2% | +848.2% | +859.9% |
| All | +855.4% | +6.3% | +849.1% | +859.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling