+4,277.4%
MU vs CP
+255.2%
+4,022.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -15.2% | +2.8% | -18.0% | -16.9% |
| 30D | -29.5% | +11.0% | -40.6% | -34.7% |
| 3M | -15.8% | +3.8% | -19.6% | -18.5% |
| 6M | -2.9% | +9.5% | -12.4% | -10.2% |
| YTD | +154.2% | +28.2% | +126.0% | +108.2% |
| 1Y | +186.6% | +33.0% | +153.6% | +128.9% |
| 3Y | +871.5% | +35.5% | +835.9% | +660.5% |
| 5Y | +911.7% | +25.8% | +885.9% | +710.2% |
| 10Y | +4,277.4% | +250.7% | +4,026.6% | +1,753.2% |
| All | +4,277.4% | +255.2% | +4,022.2% | +1,753.2% |
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