+265.1%
MU vs COP
+61.7%
+203.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.2% | -1.8% | -9.5% |
| 7D | -19.1% | -8.1% | -11.0% | -22.5% |
| 30D | -25.2% | +6.7% | -31.9% | -21.8% |
| 3M | -10.9% | +16.9% | -27.8% | -0.8% |
| 6M | +38.0% | +11.2% | +26.8% | +53.1% |
| YTD | +178.8% | +49.5% | +129.3% | +219.3% |
| 1Y | +265.1% | +60.7% | +204.5% | +318.0% |
| All | +265.1% | +61.7% | +203.5% | +318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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