+995.4%
MU vs CMI
+126.8%
+868.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +9.8% |
| 7D | +2.0% | -1.8% | +3.8% | +5.0% |
| 30D | -18.0% | -12.2% | -5.7% | -5.4% |
| 3M | -6.6% | -26.5% | +20.0% | +28.2% |
| 6M | +2.0% | -33.6% | +35.7% | +58.8% |
| YTD | +184.5% | -8.3% | +192.8% | +227.5% |
| 1Y | +236.9% | -1.3% | +238.1% | +263.4% |
| All | +995.4% | +126.8% | +868.6% | +607.9% |
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