+893.4%
MU vs COST
+122.7%
+770.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +5.9% |
| 7D | -12.0% | +2.5% | -14.5% | -13.0% |
| 30D | -28.7% | +12.8% | -41.5% | -32.2% |
| 3M | -16.4% | +12.7% | -29.1% | -20.7% |
| 6M | -1.8% | +6.0% | -7.8% | -5.9% |
| YTD | +157.1% | +24.4% | +132.7% | +121.8% |
| 1Y | +208.5% | +16.2% | +192.3% | +177.1% |
| 3Y | +906.2% | +96.9% | +809.3% | +514.6% |
| 5Y | +893.4% | +121.1% | +772.3% | +441.8% |
| All | +893.4% | +122.7% | +770.7% | +441.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling