+4,609.2%
MU vs CPB
-40.1%
+4,649.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +11.7% |
| 7D | +2.0% | -4.1% | +6.1% | +1.5% |
| 30D | -18.0% | +16.9% | -34.9% | -16.1% |
| 3M | -6.6% | -0.6% | -6.0% | -6.0% |
| 6M | +2.0% | +11.4% | -9.3% | +4.0% |
| YTD | +184.5% | -14.8% | +199.3% | +187.5% |
| 1Y | +236.9% | -24.8% | +261.6% | +239.8% |
| 3Y | +987.0% | -36.6% | +1,023.6% | +987.3% |
| 5Y | +1,014.6% | -33.3% | +1,048.0% | +1,007.1% |
| 10Y | +4,609.2% | -40.4% | +4,649.6% | +4,469.1% |
| All | +4,609.2% | -40.1% | +4,649.3% | +4,469.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling