+950.8%
MU vs COP
+34.5%
+916.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.8% |
| 7D | +12.8% | +4.4% | +8.4% | +12.0% |
| 30D | -14.9% | 0.0% | -14.8% | -14.8% |
| 3M | -18.0% | +15.0% | -33.1% | -20.1% |
| 6M | -3.1% | +22.0% | -25.1% | -7.2% |
| YTD | +172.9% | +55.3% | +117.6% | +127.6% |
| 1Y | +228.8% | +64.1% | +164.7% | +165.5% |
| 3Y | +950.8% | +34.1% | +916.8% | +810.5% |
| All | +950.8% | +34.5% | +916.3% | +810.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling