+1,384.0%
MU vs CMI
+149.3%
+1,234.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +4.0% |
| 7D | +7.5% | +0.7% | +6.8% | +6.8% |
| 30D | +19.4% | -12.3% | +31.7% | +36.1% |
| 3M | +9.8% | -16.8% | +26.6% | +35.3% |
| 6M | +164.1% | +1.5% | +162.6% | +175.1% |
| YTD | +260.3% | +9.8% | +250.5% | +245.0% |
| 1Y | +661.2% | +42.6% | +618.6% | +482.0% |
| All | +1,384.0% | +149.3% | +1,234.7% | +716.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling