+265.1%
MU vs CNC
+122.0%
+143.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +12.6% | -19.6% | -6.1% |
| 7D | -19.1% | +13.4% | -32.5% | -18.3% |
| 30D | -25.2% | +18.2% | -43.5% | -24.4% |
| 3M | -10.9% | +18.6% | -29.5% | -10.0% |
| 6M | +38.0% | +41.9% | -3.9% | +39.4% |
| YTD | +178.8% | +84.7% | +94.1% | +168.4% |
| 1Y | +265.1% | +110.5% | +154.7% | +245.7% |
| All | +265.1% | +122.0% | +143.2% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling