+4,271.9%
MU vs CP
+261.0%
+4,010.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +4.9% |
| 7D | -12.0% | +2.8% | -14.8% | -13.8% |
| 30D | -28.7% | +11.3% | -40.1% | -34.1% |
| 3M | -16.4% | +2.9% | -19.3% | -18.6% |
| 6M | -1.8% | +9.8% | -11.6% | -9.3% |
| YTD | +157.1% | +28.5% | +128.5% | +110.2% |
| 1Y | +208.5% | +33.5% | +175.0% | +145.7% |
| 3Y | +906.2% | +31.9% | +874.2% | +701.9% |
| 5Y | +893.4% | +25.5% | +867.9% | +697.3% |
| 10Y | +4,271.9% | +257.6% | +4,014.3% | +1,762.7% |
| All | +4,271.9% | +261.0% | +4,010.9% | +1,762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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