+3,971.9%
MU vs CCL
-30.2%
+4,002.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | -22.0% | +3.1% | -25.1% | -22.8% |
| 30D | -36.6% | +13.7% | -50.3% | -39.2% |
| 3M | -21.7% | +3.8% | -25.5% | -23.2% |
| 6M | +3.5% | +9.3% | -5.7% | -0.5% |
| YTD | +141.9% | -1.1% | +143.0% | +137.4% |
| 1Y | +189.8% | +14.6% | +175.3% | +171.0% |
| 3Y | +855.4% | +146.4% | +709.0% | +595.2% |
| 5Y | +869.2% | +21.9% | +847.3% | +692.4% |
| All | +3,971.9% | -30.2% | +4,002.2% | +4,096.3% |
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