+236.9%
MU vs CL
+26.6%
+210.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.8% |
| 7D | +2.0% | -0.8% | +2.8% | +1.1% |
| 30D | -18.0% | +9.5% | -27.5% | -7.6% |
| 3M | -6.6% | +6.8% | -13.3% | +3.0% |
| 6M | +2.0% | +14.3% | -12.2% | +21.4% |
| YTD | +184.5% | +26.3% | +158.2% | +288.0% |
| 1Y | +236.9% | +25.6% | +211.3% | +359.7% |
| All | +236.9% | +26.6% | +210.2% | +359.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling