+68,550.7%
MU vs CI
+8,153.0%
+60,397.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.3% | -16.2% | -17.0% |
| 7D | -29.7% | +1.0% | -30.8% | -30.0% |
| 30D | -37.2% | +9.9% | -47.1% | -39.4% |
| 3M | -26.5% | +12.1% | -38.6% | -29.9% |
| 6M | +2.6% | +10.6% | -8.1% | -2.9% |
| YTD | +130.1% | +11.4% | +118.8% | +116.5% |
| 1Y | +176.7% | +18.8% | +157.9% | +153.6% |
| 3Y | +813.1% | +2.9% | +810.2% | +737.2% |
| 5Y | +822.0% | +54.5% | +767.4% | +610.4% |
| 10Y | +3,936.2% | +175.7% | +3,760.4% | +2,321.9% |
| All | +68,550.7% | +8,153.0% | +60,397.7% | +12,334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling