+808.8%
MU vs CF
+56.6%
+752.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +6.2% | -23.6% | -16.9% |
| 7D | -29.7% | +0.4% | -30.1% | -29.5% |
| 30D | -37.2% | +2.2% | -39.4% | -36.9% |
| 3M | -26.5% | +2.1% | -28.6% | -26.1% |
| 6M | +2.6% | -6.5% | +9.1% | +3.1% |
| YTD | +130.1% | +55.6% | +74.6% | +111.9% |
| 1Y | +176.7% | +42.3% | +134.4% | +159.1% |
| All | +808.8% | +56.6% | +752.2% | +685.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling