+4,609.2%
MU vs CHRW
+131.8%
+4,477.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.7% | +8.2% | +10.7% |
| 7D | +2.0% | -0.1% | +2.1% | +2.4% |
| 30D | -18.0% | -4.3% | -13.7% | -17.0% |
| 3M | -6.6% | -7.4% | +0.8% | -5.2% |
| 6M | +2.0% | -20.7% | +22.7% | +7.7% |
| YTD | +184.5% | -15.9% | +200.3% | +188.6% |
| 1Y | +236.9% | -9.9% | +246.8% | +233.9% |
| 3Y | +987.0% | +79.0% | +908.0% | +676.6% |
| 5Y | +1,014.6% | +61.3% | +953.3% | +711.1% |
| 10Y | +4,609.2% | +128.5% | +4,480.7% | +2,842.5% |
| All | +4,609.2% | +131.8% | +4,477.4% | +2,842.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling