+265.1%
MU vs CHD
+30.9%
+234.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.6% | -9.6% | -3.6% |
| 7D | -19.1% | +6.9% | -26.1% | -11.3% |
| 30D | -25.2% | +17.1% | -42.4% | -7.5% |
| 3M | -10.9% | +9.1% | -20.0% | +1.6% |
| 6M | +38.0% | +21.4% | +16.6% | +81.7% |
| YTD | +178.8% | +34.9% | +144.0% | +339.1% |
| 1Y | +265.1% | +31.0% | +234.1% | +446.5% |
| All | +265.1% | +30.9% | +234.2% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling