+189.8%
MU vs CP
+33.1%
+156.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +6.1% |
| 7D | -12.0% | +2.8% | -14.8% | -12.2% |
| 30D | -28.7% | +11.3% | -40.1% | -29.9% |
| 3M | -16.4% | +2.9% | -19.3% | -16.0% |
| 6M | -1.8% | +9.8% | -11.6% | -4.4% |
| YTD | +157.1% | +28.5% | +128.5% | +140.4% |
| All | +189.8% | +33.1% | +156.7% | +165.2% |
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 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