+265.1%
MU vs CHRW
-10.6%
+275.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.2% | -7.2% | -7.0% |
| 7D | -19.1% | +4.9% | -24.0% | -19.5% |
| 30D | -25.2% | -4.8% | -20.4% | -25.0% |
| 3M | -10.9% | -13.1% | +2.2% | -9.5% |
| 6M | +38.0% | -16.3% | +54.3% | +40.4% |
| YTD | +178.8% | -15.8% | +194.6% | +122.0% |
| 1Y | +265.1% | -11.1% | +276.3% | +166.5% |
| All | +265.1% | -10.6% | +275.7% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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