+4,108.9%
MU vs COO
+41.6%
+4,067.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -15.2% | +4.5% | -19.7% | -17.0% |
| 30D | -29.5% | +16.9% | -46.4% | -34.9% |
| 3M | -15.8% | -16.7% | +0.9% | -9.6% |
| 6M | -2.9% | +5.9% | -8.8% | -10.3% |
| YTD | +154.2% | -22.4% | +176.7% | +178.0% |
| 1Y | +186.6% | -10.1% | +196.7% | +187.9% |
| 3Y | +871.5% | -22.8% | +894.3% | +905.0% |
| 5Y | +911.7% | -41.4% | +953.1% | +1,116.2% |
| All | +4,108.9% | +41.6% | +4,067.3% | +3,257.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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