+1,341.2%
MU vs CMG
-6.2%
+1,347.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | -1.5% | +8.6% | +7.5% |
| 30D | +14.0% | +12.7% | +1.3% | +10.4% |
| 3M | +5.4% | +26.3% | -20.9% | -1.3% |
| 6M | +170.3% | +4.5% | +165.8% | +164.8% |
| YTD | +250.7% | -0.1% | +250.8% | +247.3% |
| 1Y | +662.1% | -6.8% | +668.9% | +664.9% |
| 3Y | +1,341.2% | -5.0% | +1,346.2% | +1,301.7% |
| All | +1,341.2% | -6.2% | +1,347.4% | +1,301.7% |
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