+4,271.9%
MU vs COP
+319.0%
+3,952.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.7% |
| 7D | -12.0% | -8.4% | -3.6% | -9.4% |
| 30D | -28.7% | +0.3% | -29.0% | -28.9% |
| 3M | -16.4% | +15.1% | -31.5% | -20.8% |
| 6M | -1.8% | +19.8% | -21.6% | -9.4% |
| YTD | +157.1% | +46.8% | +110.2% | +115.3% |
| 1Y | +208.5% | +59.7% | +148.8% | +149.3% |
| 3Y | +906.2% | +28.7% | +877.5% | +773.3% |
| 5Y | +893.4% | +110.7% | +782.7% | +570.2% |
| 10Y | +4,271.9% | +298.3% | +3,973.6% | +2,298.9% |
| All | +4,271.9% | +319.0% | +3,952.9% | +2,298.9% |
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