+1,315.7%
MU vs CI
+42.7%
+1,273.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.1% |
| 7D | +9.0% | +1.3% | +7.7% | +8.9% |
| 30D | +13.8% | +4.4% | +9.4% | +13.6% |
| 3M | +2.1% | +0.7% | +1.4% | +1.9% |
| 6M | +153.8% | +0.3% | +153.5% | +153.2% |
| YTD | +256.4% | +3.8% | +252.6% | +254.5% |
| 1Y | +719.8% | -5.5% | +725.3% | +720.6% |
| 3Y | +1,360.4% | +8.1% | +1,352.3% | +1,282.5% |
| All | +1,315.7% | +42.7% | +1,273.0% | +1,046.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling