+847.8%
MU vs CP
+24.4%
+823.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +6.1% |
| 7D | -22.0% | +2.8% | -24.8% | -23.4% |
| 30D | -36.6% | +10.2% | -46.8% | -40.5% |
| 3M | -21.7% | +2.4% | -24.1% | -23.3% |
| 6M | +3.5% | +7.7% | -4.1% | -2.5% |
| YTD | +141.9% | +26.0% | +115.9% | +103.5% |
| 1Y | +189.8% | +34.6% | +155.2% | +133.2% |
| 3Y | +855.4% | +26.7% | +828.7% | +694.7% |
| All | +847.8% | +24.4% | +823.5% | +675.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling