+5,836.0%
MU vs CHRW
+4,173.0%
+1,663.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.6% |
| 7D | +9.0% | -1.4% | +10.4% | +9.6% |
| 30D | +13.8% | -3.5% | +17.3% | +15.3% |
| 3M | +2.1% | -19.4% | +21.5% | +10.1% |
| 6M | +153.8% | -21.4% | +175.2% | +174.5% |
| YTD | +256.4% | -7.1% | +263.5% | +253.7% |
| 1Y | +719.8% | +17.8% | +701.9% | +624.2% |
| 3Y | +1,360.4% | +78.8% | +1,281.6% | +916.1% |
| 5Y | +1,312.4% | +83.5% | +1,228.9% | +844.7% |
| 10Y | +6,142.6% | +160.2% | +5,982.3% | +3,327.3% |
| All | +5,836.0% | +4,173.0% | +1,663.0% | +1,164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling