+7,118.0%
MU vs CF
+4,965.4%
+2,152.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.4% | -2.6% | -5.6% |
| 7D | -19.1% | -6.9% | -12.2% | -17.3% |
| 30D | -25.2% | -3.7% | -21.5% | -24.6% |
| 3M | -10.9% | -5.0% | -5.9% | -10.3% |
| 6M | +38.0% | -10.5% | +48.5% | +39.3% |
| YTD | +178.8% | +46.5% | +132.3% | +130.7% |
| 1Y | +265.1% | +34.8% | +230.3% | +210.0% |
| 3Y | +1,006.2% | +46.7% | +959.5% | +784.7% |
| 5Y | +1,027.5% | +112.0% | +915.5% | +628.5% |
| 10Y | +4,789.9% | +529.7% | +4,260.2% | +1,836.8% |
| All | +7,118.0% | +4,965.4% | +2,152.6% | +1,486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling