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  • MU vs CMS✓SelectedUSD · CMSMU vs CMS performance historyLatest closeAs of+6.10%09/04
Stock and ETF performance explorer

MU vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+106,206.6%
CMS return
+457.8%
Excess return
+105,748.8%
Maximum drawdown
-98.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
1D+6.1%-0.2%+6.3%+6.2%
7D+9.0%+0.4%+8.6%+8.8%
30D+13.8%-3.6%+17.4%+15.2%
3M+2.1%-1.9%+4.0%+1.9%
6M+153.8%-11.0%+164.8%+160.7%
YTD+256.4%+0.2%+256.2%+251.8%
1Y+719.8%-1.3%+721.1%+710.6%
3Y+1,360.4%+35.9%+1,324.4%+1,168.0%
5Y+1,312.4%+23.1%+1,289.3%+1,146.7%
10Y+6,142.6%+117.9%+6,024.7%+4,279.3%
All+106,206.6%+457.8%+105,748.8%+46,156.1%

Cumulative growth

Daily Returns

Daily percentage return beside CMS.

Daily Out/Under-Performance

Portfolio return minus CMS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CMS 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 CMS 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