+6,028.8%
MU vs CF
+569.3%
+5,459.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.2% | +9.3% | +6.9% |
| 7D | +9.0% | +6.0% | +3.0% | +7.4% |
| 30D | +13.8% | +14.8% | -1.0% | +9.8% |
| 3M | +2.1% | +14.1% | -12.0% | -1.9% |
| 6M | +153.8% | +28.5% | +125.3% | +129.0% |
| YTD | +256.4% | +74.9% | +181.4% | +191.8% |
| 1Y | +719.8% | +61.7% | +658.1% | +582.7% |
| 3Y | +1,360.4% | +80.3% | +1,280.0% | +1,042.5% |
| 5Y | +1,312.4% | +226.0% | +1,086.5% | +706.2% |
| All | +6,028.8% | +569.3% | +5,459.5% | +2,713.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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