+855.4%
MU vs COO
-25.3%
+880.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.4% |
| 7D | -22.0% | +4.7% | -26.7% | -22.6% |
| 30D | -36.6% | +13.9% | -50.5% | -38.1% |
| 3M | -21.7% | -14.9% | -6.8% | -19.6% |
| 6M | +3.5% | +2.0% | +1.5% | +0.1% |
| YTD | +141.9% | -23.9% | +165.8% | +161.5% |
| 1Y | +189.8% | -9.6% | +199.5% | +193.6% |
| 3Y | +855.4% | -25.4% | +880.8% | +875.1% |
| All | +855.4% | -25.3% | +880.7% | +875.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling