+4,407.5%
MU vs CCL
-32.5%
+4,440.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +12.8% | -1.2% | +14.0% | +13.2% |
| 30D | -14.9% | +13.1% | -28.0% | -18.2% |
| 3M | -18.0% | +3.4% | -21.4% | -19.5% |
| 6M | -3.1% | +18.7% | -21.8% | -9.1% |
| YTD | +172.9% | -2.3% | +175.2% | +168.8% |
| 1Y | +228.8% | +14.2% | +214.6% | +207.7% |
| 3Y | +950.8% | +133.6% | +817.3% | +677.3% |
| 5Y | +931.3% | +33.5% | +897.8% | +723.7% |
| All | +4,407.5% | -32.5% | +4,440.0% | +4,525.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling