+2.6%
MU vs CP
+13.0%
-10.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.7% | -16.8% | -17.5% |
| 7D | -29.7% | +6.1% | -35.8% | -29.2% |
| 30D | -37.2% | +9.8% | -47.0% | -37.1% |
| 3M | -26.5% | +2.7% | -29.2% | -24.5% |
| 6M | +2.6% | +12.8% | -10.2% | -8.3% |
| All | +2.6% | +13.0% | -10.4% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling