+4,271.9%
MU vs CNH
+134.0%
+4,137.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.9% | -4.6% | +0.8% |
| 7D | -12.0% | +8.6% | -20.6% | -15.3% |
| 30D | -28.7% | +12.6% | -41.3% | -33.1% |
| 3M | -16.4% | +17.5% | -34.0% | -24.4% |
| 6M | -1.8% | +18.1% | -19.9% | -11.9% |
| YTD | +157.1% | +40.4% | +116.7% | +106.8% |
| 1Y | +208.5% | +34.0% | +174.5% | +153.6% |
| 3Y | +906.2% | +35.3% | +870.9% | +702.5% |
| 5Y | +893.4% | -5.1% | +898.5% | +817.1% |
| 10Y | +4,271.9% | +124.0% | +4,147.8% | +2,753.0% |
| All | +4,271.9% | +134.0% | +4,137.9% | +2,753.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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