+957.9%
MU vs CPB
-34.3%
+992.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -2.0% |
| 7D | +21.6% | -5.8% | +27.4% | +19.2% |
| 30D | -16.2% | +16.5% | -32.7% | -11.3% |
| 3M | -12.4% | -1.1% | -11.3% | -11.4% |
| 6M | +4.2% | +11.5% | -7.3% | +10.0% |
| YTD | +180.0% | -15.7% | +195.7% | +182.7% |
| 1Y | +226.4% | -24.7% | +251.1% | +224.6% |
| 3Y | +969.7% | -37.3% | +1,007.0% | +927.7% |
| 5Y | +957.9% | -35.0% | +993.0% | +1,025.2% |
| All | +957.9% | -34.3% | +992.3% | +1,025.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling