+4,271.9%
MU vs CHRW
+131.6%
+4,140.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.3% | +5.3% |
| 7D | -12.0% | +0.2% | -12.3% | -11.9% |
| 30D | -28.7% | -9.4% | -19.4% | -26.7% |
| 3M | -16.4% | -13.3% | -3.2% | -13.4% |
| 6M | -1.8% | -24.2% | +22.4% | +5.1% |
| YTD | +157.1% | -18.9% | +175.9% | +163.6% |
| 1Y | +208.5% | -12.4% | +220.9% | +208.2% |
| 3Y | +906.2% | +72.2% | +833.9% | +627.4% |
| 5Y | +893.4% | +53.4% | +840.0% | +636.3% |
| 10Y | +4,271.9% | +127.0% | +4,144.9% | +2,687.0% |
| All | +4,271.9% | +131.6% | +4,140.2% | +2,687.0% |
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