+5,546.0%
MU vs COR
+17,545.2%
-11,999.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +2.1% | +22.7% | -20.6% | -4.9% |
| 6M | +153.8% | -9.7% | +163.5% | +155.8% |
| YTD | +256.4% | -1.4% | +257.8% | +249.9% |
| 1Y | +719.8% | +13.9% | +705.8% | +669.5% |
| 3Y | +1,360.4% | +94.0% | +1,266.4% | +1,045.4% |
| 5Y | +1,312.4% | +184.0% | +1,128.4% | +875.7% |
| 10Y | +6,142.6% | +406.8% | +5,735.8% | +3,407.5% |
| All | +5,546.0% | +17,545.2% | -11,999.3% | +1,329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling