+4,277.4%
MU vs CI
+147.8%
+4,129.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.8% |
| 7D | -15.2% | +2.6% | -17.8% | -15.8% |
| 30D | -29.5% | +7.3% | -36.9% | -31.1% |
| 3M | -15.8% | +9.5% | -25.3% | -18.4% |
| 6M | -2.9% | +6.4% | -9.3% | -6.1% |
| YTD | +154.2% | +12.0% | +142.2% | +141.0% |
| 1Y | +186.6% | +20.1% | +166.5% | +164.9% |
| 3Y | +871.5% | +9.6% | +861.9% | +772.6% |
| 5Y | +911.7% | +52.7% | +859.0% | +654.4% |
| 10Y | +4,277.4% | +150.3% | +4,127.1% | +2,561.0% |
| All | +4,277.4% | +147.8% | +4,129.5% | +2,561.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling