+1,315.7%
MU vs CP
+32.0%
+1,283.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +9.0% | -2.7% | +11.7% | +10.7% |
| 30D | +13.8% | +0.2% | +13.7% | +13.8% |
| 3M | +2.1% | +2.6% | -0.5% | -0.3% |
| 6M | +153.8% | +6.0% | +147.8% | +142.6% |
| YTD | +256.4% | +24.9% | +231.5% | +204.5% |
| 1Y | +719.8% | +20.1% | +699.7% | +617.4% |
| 3Y | +1,360.4% | +16.4% | +1,344.0% | +1,188.0% |
| All | +1,315.7% | +32.0% | +1,283.7% | +1,047.6% |
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