+83,071.7%
MU vs CL
+5,460.8%
+77,610.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -8.1% |
| 7D | -19.1% | +7.7% | -26.8% | -21.4% |
| 30D | -25.2% | +15.2% | -40.5% | -29.3% |
| 3M | -10.9% | +7.3% | -18.2% | -13.9% |
| 6M | +38.0% | +17.0% | +21.0% | +27.1% |
| YTD | +178.8% | +28.0% | +150.9% | +146.7% |
| 1Y | +265.1% | +32.1% | +233.0% | +218.1% |
| 3Y | +1,006.2% | +41.5% | +964.7% | +800.7% |
| 5Y | +1,027.5% | +43.9% | +983.6% | +799.8% |
| 10Y | +4,789.9% | +79.8% | +4,710.1% | +3,386.5% |
| All | +83,071.7% | +5,460.8% | +77,610.9% | +9,129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling