+6,028.8%
MU vs CL
+50.5%
+5,978.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.2% |
| 7D | +9.0% | -2.2% | +11.2% | +9.2% |
| 30D | +13.8% | -4.8% | +18.7% | +14.4% |
| 3M | +2.1% | +4.9% | -2.8% | +0.3% |
| 6M | +153.8% | -5.7% | +159.5% | +154.3% |
| YTD | +256.4% | +14.4% | +242.0% | +241.7% |
| 1Y | +719.8% | +8.7% | +711.0% | +693.4% |
| 3Y | +1,360.4% | +30.0% | +1,330.4% | +1,156.1% |
| 5Y | +1,312.4% | +28.4% | +1,284.1% | +1,102.7% |
| All | +6,028.8% | +50.5% | +5,978.3% | +4,752.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling