+3,971.9%
MU vs COP
+324.3%
+3,647.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | -22.0% | -11.5% | -10.5% | -18.7% |
| 30D | -36.6% | +5.0% | -41.5% | -37.7% |
| 3M | -21.7% | +17.5% | -39.2% | -26.3% |
| 6M | +3.5% | +16.2% | -12.7% | -3.4% |
| YTD | +141.9% | +48.8% | +93.2% | +101.8% |
| 1Y | +189.8% | +64.1% | +125.7% | +132.1% |
| 3Y | +855.4% | +25.7% | +829.7% | +737.3% |
| 5Y | +869.2% | +114.4% | +754.8% | +550.6% |
| All | +3,971.9% | +324.3% | +3,647.6% | +2,127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling