+5,744.5%
MU vs CDE
+59.7%
+5,684.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -4.3% |
| 7D | +2.0% | -6.1% | +8.1% | +3.1% |
| 30D | +12.5% | +9.5% | +3.1% | +10.6% |
| 3M | +9.6% | +32.0% | -22.4% | +4.3% |
| 6M | +142.6% | -12.8% | +155.4% | +146.4% |
| YTD | +242.7% | +14.2% | +228.4% | +231.5% |
| 1Y | +599.3% | +36.3% | +563.0% | +554.0% |
| 3Y | +1,308.3% | +821.4% | +486.9% | +875.5% |
| 5Y | +1,263.7% | +194.3% | +1,069.5% | +936.9% |
| All | +5,744.5% | +59.7% | +5,684.8% | +3,852.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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