+855.4%
MU vs CG
+47.3%
+808.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.5% |
| 7D | -22.0% | -1.2% | -20.8% | -21.2% |
| 30D | -36.6% | +5.0% | -41.6% | -38.5% |
| 3M | -21.7% | -18.2% | -3.5% | -12.4% |
| 6M | +3.5% | -20.7% | +24.3% | +17.6% |
| YTD | +141.9% | -31.4% | +173.4% | +195.7% |
| 1Y | +189.8% | -22.3% | +212.1% | +225.6% |
| 3Y | +855.4% | +50.2% | +805.2% | +740.4% |
| All | +855.4% | +47.3% | +808.1% | +740.4% |
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