+957.9%
MU vs CME
+75.0%
+883.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +21.6% | +2.7% | +19.0% | +22.7% |
| 30D | -16.2% | +13.5% | -29.7% | -12.2% |
| 3M | -12.4% | +20.9% | -33.3% | -6.1% |
| 6M | +4.2% | +11.5% | -7.3% | +12.2% |
| YTD | +180.0% | +19.5% | +160.5% | +202.7% |
| 1Y | +226.4% | +17.2% | +209.2% | +252.9% |
| 3Y | +969.7% | +65.1% | +904.6% | +1,001.5% |
| 5Y | +957.9% | +73.1% | +884.8% | +956.6% |
| All | +957.9% | +75.0% | +883.0% | +956.6% |
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