+231.7%
MU vs CI
+15.7%
+216.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.4% | +11.6% |
| 7D | +2.0% | -1.3% | +3.3% | +1.4% |
| 30D | -18.0% | +6.4% | -24.3% | -15.5% |
| 3M | -6.6% | +10.7% | -17.3% | -2.1% |
| 6M | +2.0% | +5.5% | -3.4% | +7.8% |
| YTD | +184.5% | +11.4% | +173.1% | +202.3% |
| All | +231.7% | +15.7% | +216.0% | +257.5% |
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 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