+5,778.3%
MU vs CHRW
+168.2%
+5,610.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | +7.2% | +1.9% | +5.2% | +6.4% |
| 30D | +14.0% | +0.9% | +13.0% | +13.5% |
| 3M | +5.4% | -19.9% | +25.3% | +12.4% |
| 6M | +170.3% | -15.8% | +186.1% | +181.1% |
| YTD | +250.7% | -5.6% | +256.3% | +245.6% |
| 1Y | +662.1% | +21.0% | +641.1% | +578.8% |
| 3Y | +1,341.2% | +86.0% | +1,255.2% | +933.4% |
| 5Y | +1,319.3% | +88.6% | +1,230.7% | +878.1% |
| 10Y | +5,778.3% | +169.3% | +5,609.0% | +3,271.1% |
| All | +5,778.3% | +168.2% | +5,610.1% | +3,271.1% |
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