+3,971.9%
MU vs CL
+74.1%
+3,897.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.2% |
| 7D | -22.0% | +1.3% | -23.3% | -22.1% |
| 30D | -36.6% | +11.4% | -47.9% | -37.2% |
| 3M | -21.7% | +4.4% | -26.1% | -22.1% |
| 6M | +3.5% | +10.8% | -7.2% | +1.5% |
| YTD | +141.9% | +25.1% | +116.8% | +130.3% |
| 1Y | +189.8% | +28.0% | +161.9% | +173.9% |
| 3Y | +855.4% | +37.6% | +817.8% | +729.9% |
| 5Y | +869.2% | +39.7% | +829.5% | +723.2% |
| All | +3,971.9% | +74.1% | +3,897.9% | +2,962.3% |
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