+189.8%
MU vs CME
+15.2%
+174.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +5.7% |
| 7D | -12.0% | -0.6% | -11.5% | -12.5% |
| 30D | -28.7% | +8.5% | -37.3% | -20.6% |
| 3M | -16.4% | +16.0% | -32.5% | +1.6% |
| 6M | -1.8% | +9.3% | -11.1% | +18.5% |
| YTD | +157.1% | +15.3% | +141.8% | +229.9% |
| All | +189.8% | +15.2% | +174.6% | +272.4% |
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