+265.1%
MU vs CMG
+12.0%
+253.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.8% | -12.8% | -6.5% |
| 7D | -19.1% | +22.5% | -41.6% | -18.0% |
| 30D | -25.2% | +14.1% | -39.3% | -24.3% |
| 3M | -10.9% | +4.1% | -15.0% | -10.2% |
| 6M | +38.0% | +10.1% | +27.9% | +42.2% |
| YTD | +178.8% | -4.9% | +183.7% | +190.5% |
| 1Y | +265.1% | +10.9% | +254.2% | +264.8% |
| All | +265.1% | +12.0% | +253.2% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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