+739.3%
MU vs CORZ
+129.2%
+610.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.2% | -1.9% | +3.7% |
| 7D | -12.0% | +1.7% | -13.8% | -12.3% |
| 30D | -28.7% | -17.5% | -11.3% | -24.4% |
| 3M | -16.4% | -39.5% | +23.0% | -3.3% |
| 6M | -1.8% | -44.5% | +42.7% | +17.4% |
| YTD | +157.1% | -12.6% | +169.7% | +175.2% |
| 1Y | +208.5% | -37.0% | +245.5% | +252.4% |
| All | +739.3% | +129.2% | +610.1% | +625.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling