+719.8%
MU vs CI
-4.0%
+723.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +5.8% |
| 7D | +9.0% | +1.3% | +7.7% | +9.3% |
| 30D | +13.8% | +4.4% | +9.4% | +14.9% |
| 3M | +2.1% | +0.7% | +1.4% | +2.6% |
| 6M | +153.8% | +0.3% | +153.5% | +155.6% |
| YTD | +256.4% | +3.8% | +252.6% | +260.3% |
| 1Y | +719.8% | -5.5% | +725.3% | +760.1% |
| All | +719.8% | -4.0% | +723.7% | +760.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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