+265.1%
MU vs CCL
+17.9%
+247.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.3% | -14.3% | -9.0% |
| 7D | -19.1% | +11.6% | -30.7% | -22.1% |
| 30D | -25.2% | +22.5% | -47.8% | -30.2% |
| 3M | -10.9% | +6.4% | -17.3% | -12.6% |
| 6M | +38.0% | +23.4% | +14.6% | +27.9% |
| YTD | +178.8% | +4.2% | +174.6% | +172.5% |
| 1Y | +265.1% | +21.9% | +243.3% | +241.5% |
| All | +265.1% | +17.9% | +247.3% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling