+189.8%
MU vs CF
+47.0%
+142.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.3% | +6.2% |
| 7D | -12.0% | -0.9% | -11.2% | -11.7% |
| 30D | -28.7% | +6.9% | -35.7% | -26.3% |
| 3M | -16.4% | +4.8% | -21.3% | -13.4% |
| 6M | -1.8% | +4.7% | -6.5% | +2.1% |
| YTD | +157.1% | +56.5% | +100.6% | +184.3% |
| All | +189.8% | +47.0% | +142.7% | +222.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling