+3,971.9%
MU vs CI
+166.5%
+3,805.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.8% |
| 7D | -22.0% | -1.6% | -20.5% | -21.7% |
| 30D | -36.6% | +5.4% | -42.0% | -37.7% |
| 3M | -21.7% | +7.3% | -29.0% | -23.8% |
| 6M | +3.5% | +5.3% | -1.8% | +0.3% |
| YTD | +141.9% | +8.5% | +133.5% | +131.4% |
| 1Y | +189.8% | +17.1% | +172.7% | +169.5% |
| 3Y | +855.4% | +1.4% | +854.0% | +782.6% |
| 5Y | +869.2% | +50.5% | +818.7% | +624.6% |
| All | +3,971.9% | +166.5% | +3,805.4% | +2,511.5% |
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