+4,277.4%
MU vs CNH
+107.8%
+4,169.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +1.1% |
| 7D | -15.2% | +4.5% | -19.7% | -16.8% |
| 30D | -29.5% | +7.6% | -37.2% | -32.4% |
| 3M | -15.8% | +17.0% | -32.8% | -23.7% |
| 6M | -2.9% | +12.9% | -15.8% | -10.9% |
| YTD | +154.2% | +34.3% | +120.0% | +108.9% |
| 1Y | +186.6% | +28.5% | +158.1% | +140.2% |
| 3Y | +871.5% | +31.9% | +839.6% | +683.9% |
| 5Y | +911.7% | -9.6% | +921.3% | +856.3% |
| 10Y | +4,277.4% | +106.3% | +4,171.1% | +2,720.6% |
| All | +4,277.4% | +107.8% | +4,169.5% | +2,720.6% |
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