+1,076.4%
MU vs CORZ
+225.9%
+850.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.8% |
| 7D | +7.5% | +7.6% | -0.1% | +5.0% |
| 30D | +19.4% | -6.9% | +26.3% | +21.5% |
| 3M | +9.8% | -33.0% | +42.9% | +22.4% |
| 6M | +164.1% | +19.3% | +144.8% | +157.6% |
| YTD | +260.3% | +24.2% | +236.1% | +247.0% |
| 1Y | +661.2% | +24.5% | +636.7% | +630.9% |
| All | +1,076.4% | +225.9% | +850.4% | +815.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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