+847.8%
MU vs CPB
-31.3%
+879.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +4.7% |
| 7D | -22.0% | +8.0% | -30.0% | -19.7% |
| 30D | -36.6% | +22.4% | -59.0% | -31.7% |
| 3M | -21.7% | +2.5% | -24.2% | -19.8% |
| 6M | +3.5% | +12.2% | -8.7% | +10.1% |
| YTD | +141.9% | -12.8% | +154.7% | +147.4% |
| 1Y | +189.8% | -19.2% | +209.0% | +193.4% |
| 3Y | +855.4% | -35.6% | +890.9% | +829.4% |
| All | +847.8% | -31.3% | +879.2% | +913.8% |
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