+5,975.2%
MU vs COO
+48.2%
+5,927.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.8% |
| 7D | +9.0% | -2.2% | +11.2% | +10.1% |
| 30D | +13.8% | -7.0% | +20.8% | +17.5% |
| 3M | +2.1% | +12.2% | -10.1% | -6.2% |
| 6M | +153.8% | -15.1% | +168.9% | +169.8% |
| YTD | +256.4% | -15.1% | +271.5% | +278.5% |
| 1Y | +719.8% | +2.3% | +717.4% | +680.3% |
| 3Y | +1,360.4% | -23.7% | +1,384.0% | +1,459.1% |
| 5Y | +1,312.4% | -38.9% | +1,351.3% | +1,598.2% |
| All | +5,975.2% | +48.2% | +5,927.0% | +4,562.3% |
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