+871.5%
MU vs CPB
-36.1%
+907.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.7% |
| 7D | -15.2% | +2.9% | -18.1% | -13.8% |
| 30D | -29.5% | +17.6% | -47.1% | -23.5% |
| 3M | -15.8% | +2.0% | -17.8% | -13.4% |
| 6M | -2.9% | +11.6% | -14.5% | +5.2% |
| YTD | +154.2% | -13.8% | +168.0% | +159.5% |
| 1Y | +186.6% | -21.6% | +208.1% | +186.8% |
| 3Y | +871.5% | -35.8% | +907.3% | +802.1% |
| All | +871.5% | -36.1% | +907.5% | +802.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling