+1,362.4%
MU vs COR
+93.9%
+1,268.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +5.7% |
| 7D | +9.0% | +2.8% | +6.2% | +9.7% |
| 30D | +13.8% | +4.5% | +9.3% | +15.1% |
| 3M | +2.1% | +22.7% | -20.6% | +6.0% |
| 6M | +153.8% | -9.7% | +163.5% | +164.5% |
| YTD | +256.4% | -1.4% | +257.8% | +272.7% |
| 1Y | +719.8% | +13.9% | +705.8% | +774.8% |
| All | +1,362.4% | +93.9% | +1,268.5% | +1,580.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling