+1,362.4%
MU vs CHRW
+78.9%
+1,283.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.9% |
| 7D | +9.0% | -1.4% | +10.4% | +9.2% |
| 30D | +13.8% | -3.5% | +17.3% | +14.4% |
| 3M | +2.1% | -19.4% | +21.5% | +5.4% |
| 6M | +153.8% | -21.4% | +175.2% | +162.1% |
| YTD | +256.4% | -7.1% | +263.5% | +255.4% |
| 1Y | +719.8% | +17.8% | +701.9% | +688.8% |
| All | +1,362.4% | +78.9% | +1,283.6% | +1,214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling