+1,362.4%
MU vs CG
+58.1%
+1,304.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +7.1% |
| 7D | +9.0% | -4.3% | +13.3% | +11.7% |
| 30D | +13.8% | -5.1% | +18.9% | +16.8% |
| 3M | +2.1% | +8.7% | -6.6% | -3.7% |
| 6M | +153.8% | -9.2% | +163.0% | +165.6% |
| YTD | +256.4% | -18.9% | +275.3% | +294.0% |
| 1Y | +719.8% | -25.6% | +745.4% | +854.9% |
| All | +1,362.4% | +58.1% | +1,304.3% | +1,071.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling