+893.4%
MU vs CP
+27.1%
+866.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +5.1% |
| 7D | -12.0% | +2.8% | -14.8% | -13.5% |
| 30D | -28.7% | +11.3% | -40.1% | -33.5% |
| 3M | -16.4% | +2.9% | -19.3% | -18.3% |
| 6M | -1.8% | +9.8% | -11.6% | -8.6% |
| YTD | +157.1% | +28.5% | +128.5% | +113.9% |
| 1Y | +208.5% | +33.5% | +175.0% | +150.4% |
| 3Y | +906.2% | +31.9% | +874.2% | +718.4% |
| 5Y | +893.4% | +25.5% | +867.9% | +708.5% |
| All | +893.4% | +27.1% | +866.3% | +708.5% |
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 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