+228.8%
MU vs CP
+31.6%
+197.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +12.8% | +2.1% | +10.7% | +12.6% |
| 30D | -14.9% | +9.3% | -24.2% | -15.8% |
| 3M | -18.0% | +0.5% | -18.5% | -17.2% |
| 6M | -3.1% | +10.4% | -13.5% | -5.7% |
| YTD | +172.9% | +28.7% | +144.2% | +157.7% |
| 1Y | +228.8% | +33.2% | +195.7% | +202.5% |
| All | +228.8% | +31.6% | +197.3% | +202.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling