+5,857.8%
MU vs CF
+5,277.9%
+579.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +6.2% | -23.6% | -19.4% |
| 7D | -29.7% | +0.4% | -30.1% | -30.2% |
| 30D | -37.2% | +2.2% | -39.4% | -38.1% |
| 3M | -26.5% | +2.1% | -28.6% | -28.0% |
| 6M | +2.6% | -6.5% | +9.1% | +1.7% |
| YTD | +130.1% | +55.6% | +74.6% | +86.0% |
| 1Y | +176.7% | +42.3% | +134.4% | +129.9% |
| 3Y | +813.1% | +55.7% | +757.4% | +613.2% |
| 5Y | +822.0% | +122.4% | +699.5% | +484.5% |
| 10Y | +3,936.2% | +568.5% | +3,367.6% | +1,461.4% |
| All | +5,857.8% | +5,277.9% | +579.9% | +1,179.0% |
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 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