+906.2%
MU vs COST
+94.9%
+811.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.4% |
| 7D | -12.0% | +2.5% | -14.5% | -11.8% |
| 30D | -28.7% | +12.8% | -41.5% | -28.5% |
| 3M | -16.4% | +12.7% | -29.1% | -16.1% |
| 6M | -1.8% | +6.0% | -7.8% | -1.0% |
| YTD | +157.1% | +24.4% | +132.7% | +139.1% |
| 1Y | +208.5% | +16.2% | +192.3% | +196.6% |
| 3Y | +906.2% | +96.9% | +809.3% | +630.7% |
| All | +906.2% | +94.9% | +811.2% | +630.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling