+5,874.3%
MU vs COR
+407.0%
+5,467.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +6.6% |
| 7D | +9.0% | +2.8% | +6.2% | +8.1% |
| 30D | +13.8% | +4.5% | +9.3% | +12.1% |
| 3M | +2.1% | +22.7% | -20.6% | -4.9% |
| 6M | +153.8% | -9.7% | +163.5% | +158.5% |
| YTD | +256.4% | -1.4% | +257.8% | +252.0% |
| 1Y | +719.8% | +13.9% | +705.8% | +669.0% |
| 3Y | +1,360.4% | +94.0% | +1,266.4% | +991.7% |
| 5Y | +1,312.4% | +184.0% | +1,128.4% | +788.5% |
| All | +5,874.3% | +407.0% | +5,467.3% | +3,226.1% |
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