+995.4%
MU vs CME
+64.8%
+930.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +13.9% |
| 7D | +2.0% | +2.5% | -0.4% | +4.1% |
| 30D | -18.0% | +13.9% | -31.9% | -7.0% |
| 3M | -6.6% | +22.4% | -29.0% | +13.5% |
| 6M | +2.0% | +12.9% | -10.8% | +21.5% |
| YTD | +184.5% | +19.6% | +164.9% | +255.5% |
| 1Y | +236.9% | +17.7% | +219.2% | +317.8% |
| All | +995.4% | +64.8% | +930.5% | +1,585.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling