+106,206.6%
MU vs COP
+4,537.2%
+101,669.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.5% |
| 7D | +9.0% | +3.0% | +6.0% | +7.6% |
| 30D | +13.8% | +17.5% | -3.7% | +6.4% |
| 3M | +2.1% | +13.4% | -11.3% | -4.1% |
| 6M | +153.8% | +17.7% | +136.1% | +130.5% |
| YTD | +256.4% | +46.6% | +209.8% | +192.9% |
| 1Y | +719.8% | +44.6% | +675.1% | +573.0% |
| 3Y | +1,360.4% | +20.7% | +1,339.7% | +1,177.6% |
| 5Y | +1,312.4% | +185.0% | +1,127.4% | +700.0% |
| 10Y | +6,142.6% | +347.0% | +5,795.6% | +2,481.2% |
| All | +106,206.6% | +4,537.2% | +101,669.4% | +26,437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling