+871.5%
MU vs CMG
-14.6%
+886.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -15.2% | +8.0% | -23.2% | -16.5% |
| 30D | -29.5% | +13.7% | -43.2% | -31.4% |
| 3M | -15.8% | +11.8% | -27.5% | -18.3% |
| 6M | -2.9% | +10.6% | -13.4% | -6.4% |
| YTD | +154.2% | -2.9% | +157.2% | +153.5% |
| 1Y | +186.6% | +17.8% | +168.7% | +164.9% |
| 3Y | +871.5% | -15.3% | +886.8% | +879.6% |
| All | +871.5% | -14.6% | +886.1% | +879.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling