+5,975.2%
MU vs CPB
-47.3%
+6,022.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.4% | +9.5% | +5.7% |
| 7D | +9.0% | -8.6% | +17.6% | +8.0% |
| 30D | +13.8% | -7.2% | +21.1% | +13.0% |
| 3M | +2.1% | +0.9% | +1.2% | +2.5% |
| 6M | +153.8% | -11.8% | +165.6% | +154.0% |
| YTD | +256.4% | -19.4% | +275.8% | +256.2% |
| 1Y | +719.8% | -30.4% | +750.1% | +718.6% |
| 3Y | +1,360.4% | -40.2% | +1,400.5% | +1,346.5% |
| 5Y | +1,312.4% | -39.5% | +1,351.9% | +1,291.4% |
| All | +5,975.2% | -47.3% | +6,022.6% | +6,035.4% |
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