+5,975.2%
MU vs COP
+343.7%
+5,631.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.5% |
| 7D | +9.0% | +3.0% | +6.0% | +7.8% |
| 30D | +13.8% | +17.5% | -3.7% | +7.7% |
| 3M | +2.1% | +13.4% | -11.3% | -3.0% |
| 6M | +153.8% | +17.7% | +136.1% | +134.1% |
| YTD | +256.4% | +46.6% | +209.8% | +200.7% |
| 1Y | +719.8% | +44.6% | +675.1% | +591.3% |
| 3Y | +1,360.4% | +20.7% | +1,339.7% | +1,201.4% |
| 5Y | +1,312.4% | +185.0% | +1,127.4% | +746.7% |
| All | +5,975.2% | +343.7% | +5,631.5% | +3,215.9% |
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