+855.4%
MU vs CME
+66.3%
+789.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +4.7% |
| 7D | -22.0% | +0.9% | -22.9% | -21.3% |
| 30D | -36.6% | +13.2% | -49.8% | -28.4% |
| 3M | -21.7% | +16.3% | -38.0% | -9.2% |
| 6M | +3.5% | +7.1% | -3.6% | +18.4% |
| YTD | +141.9% | +15.8% | +126.1% | +193.7% |
| 1Y | +189.8% | +17.1% | +172.8% | +255.3% |
| 3Y | +855.4% | +63.2% | +792.2% | +1,330.1% |
| All | +855.4% | +66.3% | +789.0% | +1,330.1% |
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