+1,315.7%
MU vs CME
+78.2%
+1,237.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.0% |
| 7D | +9.0% | -1.6% | +10.6% | +8.5% |
| 30D | +13.8% | +6.2% | +7.6% | +16.0% |
| 3M | +2.1% | +10.4% | -8.3% | +6.9% |
| 6M | +153.8% | -9.5% | +163.3% | +159.1% |
| YTD | +256.4% | +6.0% | +250.4% | +267.6% |
| 1Y | +719.8% | +9.3% | +710.5% | +746.3% |
| 3Y | +1,360.4% | +57.7% | +1,302.7% | +1,294.3% |
| All | +1,315.7% | +78.2% | +1,237.5% | +1,200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling