+1,346.4%
MU vs CDE
+198.6%
+1,147.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.1% | +2.4% |
| 7D | +7.5% | -2.0% | +9.5% | +8.0% |
| 30D | +19.4% | +15.7% | +3.7% | +15.2% |
| 3M | +9.8% | +30.5% | -20.7% | +3.1% |
| 6M | +164.1% | -7.4% | +171.5% | +164.6% |
| YTD | +260.3% | +17.9% | +242.4% | +242.2% |
| 1Y | +661.2% | +46.7% | +614.5% | +588.5% |
| 3Y | +1,380.8% | +851.3% | +529.6% | +874.3% |
| 5Y | +1,346.4% | +202.9% | +1,143.4% | +905.7% |
| All | +1,346.4% | +198.6% | +1,147.7% | +905.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling