+957.9%
MU vs COP
+132.2%
+825.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | +21.6% | +3.4% | +18.2% | +20.9% |
| 30D | -16.2% | -0.6% | -15.6% | -16.1% |
| 3M | -12.4% | +10.8% | -23.1% | -14.1% |
| 6M | +4.2% | +19.6% | -15.4% | 0.0% |
| YTD | +180.0% | +52.9% | +127.0% | +146.1% |
| 1Y | +226.4% | +62.2% | +164.2% | +181.2% |
| 3Y | +969.7% | +32.4% | +937.4% | +859.6% |
| 5Y | +957.9% | +129.7% | +828.2% | +756.5% |
| All | +957.9% | +132.2% | +825.7% | +756.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling