+106,206.6%
MU vs CHD
+10,220.8%
+95,985.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -2.7% | +11.7% | +9.7% |
| 30D | +13.8% | -4.6% | +18.4% | +14.9% |
| 3M | +2.1% | +5.0% | -2.9% | -0.4% |
| 6M | +153.8% | -3.2% | +157.0% | +152.3% |
| YTD | +256.4% | +18.6% | +237.8% | +234.5% |
| 1Y | +719.8% | +4.8% | +714.9% | +691.7% |
| 3Y | +1,360.4% | +6.1% | +1,354.2% | +1,274.0% |
| 5Y | +1,312.4% | +24.0% | +1,288.5% | +1,147.8% |
| 10Y | +6,142.6% | +124.5% | +6,018.1% | +4,357.1% |
| All | +106,206.6% | +10,220.8% | +95,985.8% | +26,249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling