+4,613.2%
MU vs CCI
+1,106.5%
+3,506.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +21.6% | -1.4% | +23.0% | +22.0% |
| 30D | -16.2% | +12.7% | -29.0% | -19.5% |
| 3M | -12.4% | +23.0% | -35.4% | -18.4% |
| 6M | +4.2% | +0.6% | +3.6% | +0.9% |
| YTD | +180.0% | +4.9% | +175.1% | +164.7% |
| 1Y | +226.4% | +0.7% | +225.7% | +212.5% |
| 3Y | +969.7% | +10.2% | +959.5% | +858.6% |
| 5Y | +957.9% | -36.4% | +994.4% | +1,014.7% |
| 10Y | +4,534.6% | +66.6% | +4,468.0% | +3,415.4% |
| All | +4,613.2% | +1,106.5% | +3,506.7% | +1,858.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling