+3,971.9%
MU vs CME
+331.0%
+3,640.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.2% |
| 7D | -22.0% | +0.9% | -22.9% | -22.1% |
| 30D | -36.6% | +13.2% | -49.8% | -38.1% |
| 3M | -21.7% | +16.3% | -38.0% | -24.1% |
| 6M | +3.5% | +7.1% | -3.6% | +1.5% |
| YTD | +141.9% | +15.8% | +126.1% | +129.6% |
| 1Y | +189.8% | +17.1% | +172.8% | +173.6% |
| 3Y | +855.4% | +63.2% | +792.2% | +667.7% |
| 5Y | +869.2% | +70.2% | +799.0% | +651.9% |
| All | +3,971.9% | +331.0% | +3,640.9% | +2,587.0% |
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