+81,302.1%
MU vs CMI
+15,921.4%
+65,380.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +12.8% | +0.5% | +12.3% | +12.7% |
| 30D | -14.9% | -14.0% | -0.8% | -7.1% |
| 3M | -18.0% | -28.1% | +10.1% | -1.9% |
| 6M | -3.1% | -35.8% | +32.7% | +25.6% |
| YTD | +172.9% | -10.5% | +183.4% | +198.5% |
| 1Y | +228.8% | -1.9% | +230.7% | +243.8% |
| 3Y | +950.8% | +121.0% | +829.9% | +642.0% |
| 5Y | +931.3% | +114.6% | +816.7% | +637.4% |
| 10Y | +4,417.7% | +325.5% | +4,092.3% | +2,207.7% |
| All | +81,302.1% | +15,921.4% | +65,380.6% | +9,572.5% |
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