+265.1%
MU vs CIFR
-69.0%
+334.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -20.0% | +12.9% | +0.2% |
| 7D | -19.1% | -26.7% | +7.6% | -10.5% |
| 30D | -25.2% | -58.0% | +32.8% | -0.1% |
| 3M | -10.9% | -68.1% | +57.2% | +28.6% |
| 6M | +38.0% | -63.7% | +101.7% | +89.1% |
| YTD | +178.8% | -56.0% | +234.8% | +253.9% |
| 1Y | +265.1% | -71.1% | +336.3% | +398.1% |
| All | +265.1% | -69.0% | +334.2% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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