+5,744.5%
MU vs CMI
+509.0%
+5,235.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.2% |
| 7D | +2.0% | +0.8% | +1.2% | +1.4% |
| 30D | +12.5% | -12.8% | +25.3% | +25.6% |
| 3M | +9.6% | -12.4% | +22.0% | +25.2% |
| 6M | +142.6% | -0.9% | +143.5% | +154.0% |
| YTD | +242.7% | +8.9% | +233.8% | +232.4% |
| 1Y | +599.3% | +37.7% | +561.6% | +472.5% |
| 3Y | +1,308.3% | +148.9% | +1,159.4% | +662.7% |
| 5Y | +1,263.7% | +164.4% | +1,099.3% | +594.5% |
| All | +5,744.5% | +509.0% | +5,235.5% | +1,690.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling