+265.1%
MU vs CME
+19.8%
+245.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.4% | -8.4% | -5.3% |
| 7D | -19.1% | +4.8% | -24.0% | -14.0% |
| 30D | -25.2% | +14.2% | -39.4% | -11.4% |
| 3M | -10.9% | +17.9% | -28.8% | +10.4% |
| 6M | +38.0% | +7.2% | +30.8% | +64.8% |
| YTD | +178.8% | +16.7% | +162.1% | +263.4% |
| 1Y | +265.1% | +19.6% | +245.6% | +377.3% |
| All | +265.1% | +19.8% | +245.4% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling