+7,164.9%
MU vs CMG
+4,006.7%
+3,158.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.7% |
| 7D | +9.0% | -2.8% | +11.8% | +10.1% |
| 30D | +13.8% | +7.1% | +6.7% | +10.6% |
| 3M | +2.1% | +31.2% | -29.1% | -9.3% |
| 6M | +153.8% | +0.7% | +153.1% | +146.8% |
| YTD | +256.4% | -0.1% | +256.5% | +245.8% |
| 1Y | +719.8% | -10.7% | +730.5% | +718.9% |
| 3Y | +1,360.4% | -4.7% | +1,365.0% | +1,294.9% |
| 5Y | +1,312.4% | -3.8% | +1,316.2% | +1,217.8% |
| 10Y | +6,142.6% | +352.5% | +5,790.1% | +2,900.2% |
| All | +7,164.9% | +4,006.7% | +3,158.2% | +1,277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling