+1,341.2%
MU vs CIFR
+506.9%
+834.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.5% |
| 7D | +7.2% | +26.7% | -19.5% | +1.6% |
| 30D | +14.0% | +7.7% | +6.2% | +11.4% |
| 3M | +5.4% | -23.8% | +29.2% | +9.3% |
| 6M | +170.3% | +35.9% | +134.4% | +152.8% |
| YTD | +250.7% | +25.4% | +225.3% | +228.0% |
| 1Y | +662.1% | +139.8% | +522.3% | +526.2% |
| 3Y | +1,341.2% | +515.0% | +826.3% | +894.5% |
| All | +1,341.2% | +506.9% | +834.3% | +894.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling