+1,014.6%
MU vs CNC
-6.0%
+1,020.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.9% |
| 7D | +2.0% | -7.3% | +9.3% | +2.3% |
| 30D | -18.0% | +5.2% | -23.1% | -18.1% |
| 3M | -6.6% | +8.6% | -15.2% | -7.0% |
| 6M | +2.0% | +25.1% | -23.0% | +0.7% |
| YTD | +184.5% | +71.3% | +113.2% | +173.7% |
| 1Y | +236.9% | +99.3% | +137.5% | +221.1% |
| 3Y | +987.0% | -1.9% | +988.9% | +972.0% |
| 5Y | +1,014.6% | -6.4% | +1,021.0% | +1,051.9% |
| All | +1,014.6% | -6.0% | +1,020.6% | +1,051.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling