+1,315.7%
MU vs CFG
+101.4%
+1,214.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +9.0% | +1.5% | +7.4% | +8.1% |
| 30D | +13.8% | -3.8% | +17.6% | +16.1% |
| 3M | +2.1% | +11.5% | -9.4% | -4.2% |
| 6M | +153.8% | +19.2% | +134.6% | +128.6% |
| YTD | +256.4% | +23.7% | +232.7% | +213.9% |
| 1Y | +719.8% | +38.8% | +680.9% | +575.6% |
| 3Y | +1,360.4% | +178.9% | +1,181.5% | +729.3% |
| All | +1,315.7% | +101.4% | +1,214.3% | +917.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling