+871.5%
MU vs CFG
+187.2%
+684.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -15.2% | +0.7% | -15.9% | -15.3% |
| 30D | -29.5% | +2.8% | -32.3% | -30.4% |
| 3M | -15.8% | -10.1% | -5.7% | -10.8% |
| 6M | -2.9% | +3.2% | -6.1% | -5.9% |
| YTD | +154.2% | +14.2% | +140.1% | +130.8% |
| 1Y | +186.6% | +27.4% | +159.2% | +143.6% |
| 3Y | +871.5% | +187.6% | +683.9% | +485.8% |
| All | +871.5% | +187.2% | +684.2% | +485.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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