+68,550.7%
MU vs CP
+7,870.0%
+60,680.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.7% | -16.8% | -17.1% |
| 7D | -29.7% | +6.1% | -35.8% | -32.3% |
| 30D | -37.2% | +9.8% | -47.0% | -40.8% |
| 3M | -26.5% | +2.7% | -29.2% | -28.1% |
| 6M | +2.6% | +12.8% | -10.2% | -5.4% |
| YTD | +130.1% | +28.2% | +102.0% | +95.4% |
| 1Y | +176.7% | +34.1% | +142.6% | +128.9% |
| 3Y | +813.1% | +28.9% | +784.2% | +673.1% |
| 5Y | +822.0% | +27.1% | +794.9% | +674.1% |
| 10Y | +3,936.2% | +264.8% | +3,671.4% | +1,770.1% |
| All | +68,550.7% | +7,870.0% | +60,680.7% | +8,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling