+599.3%
MU vs CMG
-8.2%
+607.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | +2.0% | -3.8% | +5.8% | +2.1% |
| 30D | +12.5% | +12.9% | -0.4% | +11.9% |
| 3M | +9.6% | +18.8% | -9.2% | +10.3% |
| 6M | +142.6% | +4.1% | +138.5% | +145.8% |
| YTD | +242.7% | -2.4% | +245.0% | +249.7% |
| 1Y | +599.3% | -6.7% | +605.9% | +614.4% |
| All | +599.3% | -8.2% | +607.5% | +614.4% |
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