+3,971.9%
MU vs CNP
+138.0%
+3,833.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.5% |
| 7D | -22.0% | -4.2% | -17.8% | -20.6% |
| 30D | -36.6% | +5.5% | -42.1% | -37.8% |
| 3M | -21.7% | +0.6% | -22.3% | -21.9% |
| 6M | +3.5% | -2.8% | +6.4% | +3.9% |
| YTD | +141.9% | +7.9% | +134.1% | +131.7% |
| 1Y | +189.8% | +6.7% | +183.2% | +178.3% |
| 3Y | +855.4% | +61.1% | +794.2% | +655.4% |
| 5Y | +869.2% | +73.0% | +796.2% | +629.8% |
| All | +3,971.9% | +138.0% | +3,833.9% | +2,122.3% |
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