+228.8%
MU vs COO
-12.3%
+241.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.4% |
| 7D | +12.8% | +0.5% | +12.3% | +12.9% |
| 30D | -14.9% | +14.2% | -29.0% | -12.4% |
| 3M | -18.0% | -18.2% | +0.2% | -22.4% |
| 6M | -3.1% | +5.3% | -8.5% | -4.3% |
| YTD | +172.9% | -23.6% | +196.5% | +220.8% |
| 1Y | +228.8% | -12.7% | +241.5% | +262.9% |
| All | +228.8% | -12.3% | +241.1% | +262.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling