+808.8%
MU vs CI
+2.7%
+806.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.3% | -16.2% | -17.6% |
| 7D | -29.7% | +1.0% | -30.8% | -29.6% |
| 30D | -37.2% | +9.9% | -47.1% | -36.5% |
| 3M | -26.5% | +12.1% | -38.6% | -25.4% |
| 6M | +2.6% | +10.6% | -8.1% | +4.0% |
| YTD | +130.1% | +11.4% | +118.8% | +133.4% |
| 1Y | +176.7% | +18.8% | +157.9% | +181.2% |
| All | +808.8% | +2.7% | +806.2% | +781.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling