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  • MU vs CG✓SelectedUSD · CGMU vs CG performance historyLatest closeAs of+6.10%09/04
Stock and ETF performance explorer

MU vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+16,013.0%
CG return
+351.2%
Excess return
+15,661.8%
Maximum drawdown
-73.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+6.1%-1.6%+7.7%+7.0%
7D+9.0%-4.3%+13.3%+11.6%
30D+13.8%-5.1%+18.9%+16.6%
3M+2.1%+8.7%-6.6%-3.2%
6M+153.8%-9.2%+163.0%+164.6%
YTD+256.4%-18.9%+275.3%+290.7%
1Y+719.8%-25.6%+745.4%+840.1%
3Y+1,360.4%+57.3%+1,303.1%+986.9%
5Y+1,312.4%+10.2%+1,302.3%+1,119.1%
10Y+6,142.6%+364.2%+5,778.4%+2,283.5%
All+16,013.0%+351.2%+15,661.8%+5,476.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling