+4,108.9%
MU vs CNP
+143.5%
+3,965.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -15.2% | -3.0% | -12.2% | -14.0% |
| 30D | -29.5% | +6.8% | -36.4% | -31.2% |
| 3M | -15.8% | +3.6% | -19.4% | -16.9% |
| 6M | -2.9% | 0.0% | -2.9% | -3.6% |
| YTD | +154.2% | +9.4% | +144.8% | +142.2% |
| 1Y | +186.6% | +6.8% | +179.8% | +175.2% |
| 3Y | +871.5% | +64.2% | +807.3% | +662.4% |
| 5Y | +911.7% | +76.0% | +835.7% | +656.5% |
| All | +4,108.9% | +143.5% | +3,965.4% | +2,075.7% |
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