+906.2%
MU vs CI
+6.0%
+900.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.3% |
| 7D | -12.0% | +0.1% | -12.2% | -12.0% |
| 30D | -28.7% | +4.7% | -33.4% | -28.3% |
| 3M | -16.4% | +5.2% | -21.7% | -15.8% |
| 6M | -1.8% | +3.8% | -5.6% | -0.7% |
| YTD | +157.1% | +9.2% | +147.8% | +160.1% |
| 1Y | +208.5% | +14.3% | +194.2% | +212.7% |
| 3Y | +906.2% | +8.4% | +897.7% | +877.2% |
| All | +906.2% | +6.0% | +900.1% | +877.2% |
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