+3,971.9%
MU vs COO
+41.2%
+3,930.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.9% |
| 7D | -22.0% | +4.7% | -26.7% | -23.9% |
| 30D | -36.6% | +13.9% | -50.5% | -40.7% |
| 3M | -21.7% | -14.9% | -6.8% | -17.0% |
| 6M | +3.5% | +2.0% | +1.5% | -2.7% |
| YTD | +141.9% | -23.9% | +165.8% | +166.7% |
| 1Y | +189.8% | -9.6% | +199.5% | +189.6% |
| 3Y | +855.4% | -25.4% | +880.8% | +906.1% |
| 5Y | +869.2% | -41.2% | +910.3% | +1,057.6% |
| All | +3,971.9% | +41.2% | +3,930.7% | +3,234.1% |
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