+5,604.4%
MU vs CLS
+2,126.9%
+3,477.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | -22.0% | -22.2% | +0.2% | -11.9% |
| 30D | -36.6% | -44.4% | +7.8% | -17.0% |
| 3M | -21.7% | -34.3% | +12.6% | -6.4% |
| 6M | +3.5% | -50.1% | +53.6% | +40.0% |
| YTD | +141.9% | -30.1% | +172.0% | +173.6% |
| 1Y | +189.8% | -39.3% | +229.2% | +245.9% |
| 3Y | +855.4% | +732.7% | +122.7% | +214.7% |
| 5Y | +869.2% | +1,777.2% | -908.0% | +112.4% |
| 10Y | +4,142.8% | +1,645.6% | +2,497.2% | +740.5% |
| All | +5,604.4% | +2,126.9% | +3,477.6% | +632.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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