+5,082.7%
MU vs CMG
+3,891.1%
+1,191.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -15.2% | +8.0% | -23.2% | -17.8% |
| 30D | -29.5% | +13.7% | -43.2% | -33.4% |
| 3M | -15.8% | +11.8% | -27.5% | -20.6% |
| 6M | -2.9% | +10.6% | -13.4% | -9.8% |
| YTD | +154.2% | -2.9% | +157.2% | +145.9% |
| 1Y | +186.6% | +17.8% | +168.7% | +155.8% |
| 3Y | +871.5% | -15.3% | +886.8% | +859.3% |
| 5Y | +911.7% | -0.9% | +912.6% | +820.9% |
| 10Y | +4,277.4% | +358.4% | +3,919.0% | +1,976.2% |
| All | +5,082.7% | +3,891.1% | +1,191.6% | +879.2% |
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