+265.1%
MU vs COST
+12.8%
+252.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.7% | -9.7% | -3.5% |
| 7D | -19.1% | +6.6% | -25.8% | -11.6% |
| 30D | -25.2% | +13.5% | -38.7% | -11.8% |
| 3M | -10.9% | +10.6% | -21.5% | +2.5% |
| 6M | +38.0% | +3.6% | +34.4% | +54.9% |
| YTD | +178.8% | +22.1% | +156.8% | +223.0% |
| 1Y | +265.1% | +11.9% | +253.3% | +317.9% |
| All | +265.1% | +12.8% | +252.4% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling