+1,315.7%
MU vs COO
-38.8%
+1,354.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.6% |
| 7D | +9.0% | -2.2% | +11.2% | +9.8% |
| 30D | +13.8% | -7.0% | +20.8% | +16.6% |
| 3M | +2.1% | +12.2% | -10.1% | -4.6% |
| 6M | +153.8% | -15.1% | +168.9% | +169.8% |
| YTD | +256.4% | -15.1% | +271.5% | +278.6% |
| 1Y | +719.8% | +2.3% | +717.4% | +691.5% |
| 3Y | +1,360.4% | -23.7% | +1,384.0% | +1,454.5% |
| All | +1,315.7% | -38.8% | +1,354.4% | +1,487.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling