+1,342.5%
MU vs COST
+110.5%
+1,232.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.5% |
| 7D | +9.0% | -3.1% | +12.1% | +10.3% |
| 30D | +13.8% | -2.8% | +16.6% | +14.8% |
| 3M | +2.1% | -5.7% | +7.8% | +3.2% |
| 6M | +153.8% | -8.8% | +162.6% | +157.2% |
| YTD | +256.4% | +6.7% | +249.7% | +228.0% |
| 1Y | +719.8% | -3.6% | +723.4% | +697.4% |
| 3Y | +1,360.4% | +75.1% | +1,285.3% | +835.1% |
| All | +1,342.5% | +110.5% | +1,232.0% | +744.3% |
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