+3,971.9%
MU vs COR
+524.4%
+3,447.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.6% |
| 7D | -22.0% | +0.8% | -22.8% | -22.1% |
| 30D | -36.6% | +5.1% | -41.7% | -37.4% |
| 3M | -21.7% | +2.8% | -24.5% | -22.6% |
| 6M | +3.5% | +32.5% | -29.0% | -6.4% |
| YTD | +141.9% | -0.7% | +142.6% | +138.1% |
| 1Y | +189.8% | -6.7% | +196.5% | +191.4% |
| 3Y | +855.4% | +73.7% | +781.6% | +641.4% |
| 5Y | +869.2% | +177.9% | +691.3% | +506.5% |
| All | +3,971.9% | +524.4% | +3,447.5% | +1,933.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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