+1,364.7%
MU vs COST
+73.5%
+1,291.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.1% |
| 7D | +9.0% | -3.1% | +12.1% | +9.1% |
| 30D | +13.8% | -2.8% | +16.6% | +13.9% |
| 3M | +2.1% | -5.7% | +7.8% | +2.3% |
| 6M | +153.8% | -8.8% | +162.6% | +154.1% |
| YTD | +256.4% | +6.7% | +249.7% | +231.0% |
| 1Y | +719.8% | -3.6% | +723.4% | +697.5% |
| All | +1,364.7% | +73.5% | +1,291.2% | +978.5% |
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