-26.5%
MU vs CL
+8.0%
-34.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.1% | -17.4% | -17.6% |
| 7D | -29.7% | +5.9% | -35.7% | -22.6% |
| 30D | -37.2% | +13.8% | -51.0% | -22.5% |
| 3M | -26.5% | +6.4% | -32.9% | -19.8% |
| All | -26.5% | +8.0% | -34.5% | -19.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling