+995.4%
MU vs COP
+30.3%
+965.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.6% |
| 7D | +2.0% | +0.7% | +1.3% | +2.0% |
| 30D | -18.0% | +0.2% | -18.2% | -17.9% |
| 3M | -6.6% | +10.2% | -16.8% | -8.2% |
| 6M | +2.0% | +20.1% | -18.1% | -2.2% |
| YTD | +184.5% | +50.5% | +133.9% | +138.5% |
| 1Y | +236.9% | +56.8% | +180.1% | +175.4% |
| All | +995.4% | +30.3% | +965.1% | +854.1% |
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