+938.2%
MU vs CIFR
-22.5%
+960.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -1.8% |
| 7D | +12.8% | +4.8% | +8.0% | +12.0% |
| 30D | -14.9% | -31.0% | +16.1% | -9.8% |
| 3M | -18.0% | -58.7% | +40.7% | -6.5% |
| 6M | -3.1% | -67.7% | +64.6% | +14.4% |
| YTD | +172.9% | -53.5% | +226.4% | +202.6% |
| 1Y | +228.8% | -54.1% | +282.9% | +263.3% |
| 3Y | +950.8% | +138.2% | +812.6% | +767.5% |
| All | +938.2% | -22.5% | +960.7% | +842.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling