+855.4%
MU vs CF
+57.7%
+797.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.2% |
| 7D | -22.0% | -3.2% | -18.8% | -22.0% |
| 30D | -36.6% | +4.3% | -40.9% | -36.2% |
| 3M | -21.7% | +2.8% | -24.5% | -21.2% |
| 6M | +3.5% | +0.6% | +2.9% | +4.0% |
| YTD | +141.9% | +56.6% | +85.3% | +122.9% |
| 1Y | +189.8% | +49.6% | +140.2% | +169.3% |
| 3Y | +855.4% | +61.5% | +793.9% | +726.2% |
| All | +855.4% | +57.7% | +797.6% | +726.2% |
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