+938.2%
MU vs CHRW
+58.8%
+879.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +12.8% | +7.3% | +5.5% | +11.2% |
| 30D | -14.9% | -3.6% | -11.3% | -14.4% |
| 3M | -18.0% | -9.6% | -8.5% | -16.8% |
| 6M | -3.1% | -17.0% | +13.9% | -0.4% |
| YTD | +172.9% | -15.4% | +188.3% | +175.2% |
| 1Y | +228.8% | -10.0% | +238.8% | +226.6% |
| 3Y | +950.8% | +82.2% | +868.7% | +723.1% |
| All | +938.2% | +58.8% | +879.5% | +746.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling