+938.2%
MU vs CP
+25.5%
+912.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +12.8% | +2.1% | +10.7% | +11.5% |
| 30D | -14.9% | +9.3% | -24.2% | -19.6% |
| 3M | -18.0% | +0.5% | -18.5% | -18.7% |
| 6M | -3.1% | +10.4% | -13.5% | -10.0% |
| YTD | +172.9% | +28.7% | +144.2% | +127.0% |
| 1Y | +228.8% | +33.2% | +195.7% | +167.4% |
| 3Y | +950.8% | +38.4% | +912.4% | +733.0% |
| All | +938.2% | +25.5% | +912.7% | +730.0% |
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