+189.8%
MU vs CNH
+33.2%
+156.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.9% | -4.6% | +3.1% |
| 7D | -12.0% | +8.6% | -20.6% | -14.0% |
| 30D | -28.7% | +12.6% | -41.3% | -31.1% |
| 3M | -16.4% | +17.5% | -34.0% | -21.0% |
| 6M | -1.8% | +18.1% | -19.9% | -7.5% |
| YTD | +157.1% | +40.4% | +116.7% | +126.4% |
| All | +189.8% | +33.2% | +156.6% | +157.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling