+228.8%
MU vs COR
-0.1%
+229.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -1.6% |
| 7D | +12.8% | +7.8% | +5.0% | +15.3% |
| 30D | -14.9% | +7.0% | -21.9% | -12.8% |
| 3M | -18.0% | +16.3% | -34.3% | -13.6% |
| 6M | -3.1% | +41.3% | -44.4% | +3.5% |
| YTD | +172.9% | +7.1% | +165.8% | +214.8% |
| 1Y | +228.8% | -0.8% | +229.7% | +289.1% |
| All | +228.8% | -0.1% | +229.0% | +289.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling