+228.8%
MU vs CI
+12.2%
+216.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.4% |
| 7D | +12.8% | +1.2% | +11.6% | +13.4% |
| 30D | -14.9% | +2.6% | -17.4% | -13.7% |
| 3M | -18.0% | +7.4% | -25.5% | -15.1% |
| 6M | -3.1% | -0.1% | -3.0% | +2.0% |
| YTD | +172.9% | +9.7% | +163.2% | +188.2% |
| 1Y | +228.8% | +12.1% | +216.7% | +252.6% |
| All | +228.8% | +12.2% | +216.7% | +252.6% |
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