+4,271.9%
MU vs CL
+76.2%
+4,195.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.8% | +6.2% |
| 7D | -12.0% | +0.5% | -12.6% | -12.1% |
| 30D | -28.7% | +11.6% | -40.3% | -29.4% |
| 3M | -16.4% | +5.6% | -22.0% | -16.8% |
| 6M | -1.8% | +13.2% | -14.9% | -4.0% |
| YTD | +157.1% | +26.9% | +130.1% | +144.6% |
| 1Y | +208.5% | +27.3% | +181.2% | +192.7% |
| 3Y | +906.2% | +39.7% | +866.4% | +773.1% |
| 5Y | +893.4% | +41.3% | +852.1% | +744.4% |
| 10Y | +4,271.9% | +76.3% | +4,195.6% | +3,280.4% |
| All | +4,271.9% | +76.2% | +4,195.7% | +3,280.4% |
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