+4,524.1%
MU vs CI
+145.6%
+4,378.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | +21.6% | -1.7% | +23.4% | +22.1% |
| 30D | -16.2% | +4.9% | -21.1% | -17.6% |
| 3M | -12.4% | +7.4% | -19.8% | -14.7% |
| 6M | +4.2% | +0.4% | +3.8% | +2.5% |
| YTD | +180.0% | +9.5% | +170.5% | +167.0% |
| 1Y | +226.4% | +12.0% | +214.4% | +208.5% |
| 3Y | +969.7% | +7.1% | +962.6% | +866.3% |
| 5Y | +957.9% | +49.3% | +908.6% | +693.0% |
| All | +4,524.1% | +145.6% | +4,378.5% | +2,688.3% |
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