+4,271.9%
MU vs CME
+320.1%
+3,951.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.3% |
| 7D | -12.0% | -0.6% | -11.5% | -12.0% |
| 30D | -28.7% | +8.5% | -37.3% | -29.9% |
| 3M | -16.4% | +16.0% | -32.5% | -19.0% |
| 6M | -1.8% | +9.3% | -11.1% | -4.3% |
| YTD | +157.1% | +15.3% | +141.8% | +144.0% |
| 1Y | +208.5% | +14.4% | +194.1% | +193.1% |
| 3Y | +906.2% | +59.9% | +846.2% | +712.6% |
| 5Y | +893.4% | +69.4% | +824.0% | +668.9% |
| 10Y | +4,271.9% | +299.5% | +3,972.4% | +2,569.3% |
| All | +4,271.9% | +320.1% | +3,951.8% | +2,569.3% |
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 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