+5,698.7%
MU vs CMG
+3,971.1%
+1,727.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +11.1% |
| 7D | +2.0% | +4.1% | -2.1% | +0.5% |
| 30D | -18.0% | +20.5% | -38.5% | -24.1% |
| 3M | -6.6% | +14.5% | -21.1% | -12.6% |
| 6M | +2.0% | +14.8% | -12.7% | -6.5% |
| YTD | +184.5% | -1.0% | +185.4% | +173.3% |
| 1Y | +236.9% | +22.9% | +214.0% | +196.0% |
| 3Y | +987.0% | -13.6% | +1,000.6% | +966.2% |
| 5Y | +1,014.6% | +0.9% | +1,013.7% | +908.7% |
| 10Y | +4,609.2% | +361.4% | +4,247.8% | +2,130.1% |
| All | +5,698.7% | +3,971.1% | +1,727.6% | +988.4% |
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