+3.5%
MU vs CIFR
-70.7%
+74.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +17.9% | -12.8% | -2.7% |
| 7D | -22.0% | -10.2% | -11.8% | -19.4% |
| 30D | -36.6% | -55.0% | +18.5% | -12.4% |
| 3M | -21.7% | -64.1% | +42.3% | +15.9% |
| 6M | +3.5% | -70.1% | +73.7% | +62.8% |
| All | +3.5% | -70.7% | +74.2% | +62.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling