+106,206.6%
MU vs CMI
+19,768.2%
+86,438.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.3% | +4.6% |
| 7D | +9.0% | -0.7% | +9.7% | +9.5% |
| 30D | +13.8% | -13.4% | +27.3% | +22.9% |
| 3M | +2.1% | -17.0% | +19.1% | +15.0% |
| 6M | +153.8% | -1.6% | +155.5% | +163.1% |
| YTD | +256.4% | +11.0% | +245.4% | +246.4% |
| 1Y | +719.8% | +41.9% | +677.9% | +606.2% |
| 3Y | +1,360.4% | +151.8% | +1,208.6% | +854.1% |
| 5Y | +1,312.4% | +163.6% | +1,148.8% | +799.9% |
| 10Y | +6,142.6% | +472.9% | +5,669.7% | +2,614.6% |
| All | +106,206.6% | +19,768.2% | +86,438.4% | +11,125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling