+808.8%
MU vs CL
+41.3%
+767.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.1% | -17.4% | -17.5% |
| 7D | -29.7% | +5.9% | -35.7% | -25.9% |
| 30D | -37.2% | +13.8% | -51.0% | -29.4% |
| 3M | -26.5% | +6.4% | -32.9% | -21.2% |
| 6M | +2.6% | +15.6% | -13.1% | +18.8% |
| YTD | +130.1% | +27.9% | +102.3% | +185.8% |
| 1Y | +176.7% | +31.4% | +145.3% | +250.0% |
| All | +808.8% | +41.3% | +767.5% | +1,017.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling