+4,407.5%
MU vs CNH
+106.0%
+4,301.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +12.8% | +3.0% | +9.8% | +11.0% |
| 30D | -14.9% | -0.6% | -14.3% | -14.8% |
| 3M | -18.0% | +14.6% | -32.7% | -24.9% |
| 6M | -3.1% | +11.8% | -14.9% | -10.7% |
| YTD | +172.9% | +30.4% | +142.5% | +127.6% |
| 1Y | +228.8% | +19.1% | +209.8% | +187.3% |
| 3Y | +950.8% | +30.2% | +920.7% | +753.1% |
| 5Y | +931.3% | -17.8% | +949.1% | +926.1% |
| All | +4,407.5% | +106.0% | +4,301.5% | +2,764.2% |
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