+1,014.6%
MU vs COO
-41.3%
+1,056.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.0% | +12.9% | +12.2% |
| 7D | +2.0% | -2.3% | +4.3% | +2.9% |
| 30D | -18.0% | +13.3% | -31.2% | -21.8% |
| 3M | -6.6% | -18.1% | +11.5% | -0.6% |
| 6M | +2.0% | +6.7% | -4.7% | -4.8% |
| YTD | +184.5% | -23.2% | +207.7% | +210.9% |
| 1Y | +236.9% | -12.3% | +249.1% | +244.1% |
| 3Y | +987.0% | -23.6% | +1,010.5% | +1,016.2% |
| 5Y | +1,014.6% | -38.7% | +1,053.3% | +1,188.7% |
| All | +1,014.6% | -41.3% | +1,056.0% | +1,188.7% |
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