+938.2%
MU vs CG
-23.0%
+961.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -3.1% |
| 7D | +12.8% | +0.2% | +12.6% | +12.5% |
| 30D | -14.9% | +11.2% | -26.0% | -20.1% |
| 3M | -18.0% | -22.1% | +4.0% | -6.4% |
| 6M | -3.1% | -17.9% | +14.8% | +6.8% |
| YTD | +172.9% | -31.3% | +204.2% | +228.3% |
| 1Y | +228.8% | -24.0% | +252.8% | +272.9% |
| 3Y | +950.8% | +45.0% | +905.9% | +718.6% |
| All | +938.2% | -23.0% | +961.3% | +975.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling