+265.1%
MU vs CG
-14.1%
+279.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.5% | -11.5% | -8.6% |
| 7D | -19.1% | +9.4% | -28.6% | -22.0% |
| 30D | -25.2% | +8.7% | -34.0% | -27.8% |
| 3M | -10.9% | -15.0% | +4.1% | -4.6% |
| 6M | +38.0% | -13.2% | +51.2% | +46.5% |
| YTD | +178.8% | -26.2% | +205.0% | +207.8% |
| 1Y | +265.1% | -14.1% | +279.2% | +254.4% |
| All | +265.1% | -14.1% | +279.2% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling