+265.1%
MU vs CMI
+10.9%
+254.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.8% | -1.2% | -0.6% |
| 7D | -19.1% | -11.2% | -7.9% | -7.6% |
| 30D | -25.2% | -9.8% | -15.4% | -16.4% |
| 3M | -10.9% | -25.5% | +14.6% | +23.8% |
| 6M | +38.0% | -27.7% | +65.7% | +106.9% |
| YTD | +178.8% | -6.6% | +185.4% | +214.4% |
| 1Y | +265.1% | +11.7% | +253.5% | +239.3% |
| All | +265.1% | +10.9% | +254.2% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling