+893.4%
MU vs CL
+41.6%
+851.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.8% | +6.9% |
| 7D | -12.0% | +0.5% | -12.6% | -11.7% |
| 30D | -28.7% | +11.6% | -40.3% | -24.9% |
| 3M | -16.4% | +5.6% | -22.0% | -13.5% |
| 6M | -1.8% | +13.2% | -14.9% | +4.8% |
| YTD | +157.1% | +26.9% | +130.1% | +181.4% |
| 1Y | +208.5% | +27.3% | +181.2% | +238.2% |
| 3Y | +906.2% | +39.7% | +866.4% | +925.4% |
| 5Y | +893.4% | +41.3% | +852.1% | +881.1% |
| All | +893.4% | +41.6% | +851.8% | +881.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling