+4,609.2%
MU vs CME
+297.2%
+4,312.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +11.5% |
| 7D | +2.0% | +2.5% | -0.4% | +1.6% |
| 30D | -18.0% | +13.9% | -31.9% | -20.0% |
| 3M | -6.6% | +22.4% | -29.0% | -10.4% |
| 6M | +2.0% | +12.9% | -10.8% | -1.1% |
| YTD | +184.5% | +19.6% | +164.9% | +168.1% |
| 1Y | +236.9% | +17.7% | +219.2% | +218.7% |
| 3Y | +987.0% | +65.3% | +921.6% | +771.2% |
| 5Y | +1,014.6% | +75.1% | +939.5% | +755.7% |
| 10Y | +4,609.2% | +305.8% | +4,303.4% | +2,491.2% |
| All | +4,609.2% | +297.2% | +4,312.0% | +2,491.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling