+3,971.9%
MU vs CHRW
+127.5%
+3,844.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.9% |
| 7D | -22.0% | +0.6% | -22.6% | -22.0% |
| 30D | -36.6% | -7.3% | -29.3% | -35.3% |
| 3M | -21.7% | -14.2% | -7.5% | -18.7% |
| 6M | +3.5% | -25.1% | +28.6% | +11.1% |
| YTD | +141.9% | -21.2% | +163.1% | +150.3% |
| 1Y | +189.8% | -14.2% | +204.0% | +191.3% |
| 3Y | +855.4% | +63.5% | +791.9% | +604.6% |
| 5Y | +869.2% | +49.6% | +819.6% | +623.5% |
| All | +3,971.9% | +127.5% | +3,844.5% | +2,681.5% |
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