+791.0%
MU vs CORZ
+161.6%
+629.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | +12.8% | +23.5% | -10.7% | +5.6% |
| 30D | -14.9% | +7.5% | -22.3% | -16.4% |
| 3M | -18.0% | -26.6% | +8.5% | -10.4% |
| 6M | -3.1% | -39.5% | +36.4% | +12.3% |
| YTD | +172.9% | -0.3% | +173.2% | +180.4% |
| 1Y | +228.8% | -4.2% | +233.1% | +240.4% |
| All | +791.0% | +161.6% | +629.4% | +639.5% |
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