+4,609.2%
MU vs COST
+776.8%
+3,832.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +10.9% |
| 7D | +2.0% | +3.9% | -1.9% | 0.0% |
| 30D | -18.0% | +13.5% | -31.5% | -23.7% |
| 3M | -6.6% | +15.3% | -21.9% | -14.2% |
| 6M | +2.0% | +9.2% | -7.1% | -5.6% |
| YTD | +184.5% | +26.9% | +157.6% | +136.5% |
| 1Y | +236.9% | +19.7% | +217.2% | +190.3% |
| 3Y | +987.0% | +96.0% | +890.9% | +552.8% |
| 5Y | +1,014.6% | +124.0% | +890.6% | +501.9% |
| 10Y | +4,609.2% | +760.6% | +3,848.6% | +1,342.4% |
| All | +4,609.2% | +776.8% | +3,832.4% | +1,342.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling