+4,609.2%
MU vs CL
+84.6%
+4,524.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.9% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | -18.0% | +9.5% | -27.5% | -18.6% |
| 3M | -6.6% | +6.8% | -13.3% | -7.1% |
| 6M | +2.0% | +14.3% | -12.2% | -0.4% |
| YTD | +184.5% | +27.0% | +157.5% | +170.8% |
| 1Y | +236.9% | +26.3% | +210.6% | +220.5% |
| 3Y | +987.0% | +39.3% | +947.7% | +845.0% |
| 5Y | +1,014.6% | +41.5% | +973.1% | +847.3% |
| 10Y | +4,609.2% | +84.1% | +4,525.1% | +3,452.5% |
| All | +4,609.2% | +84.6% | +4,524.6% | +3,452.5% |
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