+5,975.2%
MU vs CNP
+137.5%
+5,837.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.4% |
| 7D | +9.0% | +1.1% | +7.9% | +8.5% |
| 30D | +13.8% | -1.8% | +15.6% | +14.6% |
| 3M | +2.1% | -4.6% | +6.7% | +3.2% |
| 6M | +153.8% | -8.8% | +162.7% | +160.5% |
| YTD | +256.4% | +5.2% | +251.2% | +244.5% |
| 1Y | +719.8% | +8.3% | +711.5% | +680.8% |
| 3Y | +1,360.4% | +54.9% | +1,305.5% | +1,070.7% |
| 5Y | +1,312.4% | +73.5% | +1,238.9% | +956.1% |
| All | +5,975.2% | +137.5% | +5,837.7% | +3,256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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