+3,773.6%
MU vs CF
+557.2%
+3,216.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +6.2% | -23.6% | -18.8% |
| 7D | -29.7% | +0.4% | -30.1% | -30.0% |
| 30D | -37.2% | +2.2% | -39.4% | -37.8% |
| 3M | -26.5% | +2.1% | -28.6% | -27.6% |
| 6M | +2.6% | -6.5% | +9.1% | +2.0% |
| YTD | +130.1% | +55.6% | +74.6% | +92.0% |
| 1Y | +176.7% | +42.3% | +134.4% | +136.6% |
| 3Y | +813.1% | +55.7% | +757.4% | +637.7% |
| 5Y | +822.0% | +122.4% | +699.5% | +497.1% |
| All | +3,773.6% | +557.2% | +3,216.4% | +1,722.0% |
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