+5,731.6%
MU vs CNC
+99.9%
+5,631.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -4.1% | -0.9% | -3.1% | -3.9% |
| 30D | +7.0% | -1.0% | +8.0% | +7.0% |
| 3M | -2.1% | +4.5% | -6.6% | -3.3% |
| 6M | +133.1% | +85.2% | +47.8% | +101.7% |
| YTD | +241.9% | +61.4% | +180.5% | +201.4% |
| 1Y | +548.8% | +94.9% | +453.9% | +442.7% |
| 3Y | +1,308.2% | 0.0% | +1,308.2% | +1,196.2% |
| 5Y | +1,260.7% | +11.2% | +1,249.5% | +1,065.4% |
| All | +5,731.6% | +99.9% | +5,631.7% | +4,172.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling