+855.4%
MU vs CNH
+7.0%
+848.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.4% | +4.0% |
| 7D | -22.0% | -1.7% | -20.3% | -21.2% |
| 30D | -36.6% | -7.2% | -29.3% | -34.7% |
| 3M | -21.7% | +6.5% | -28.3% | -25.1% |
| 6M | +3.5% | +7.9% | -4.3% | -1.8% |
| YTD | +141.9% | +26.6% | +115.3% | +107.4% |
| 1Y | +189.8% | +13.8% | +176.1% | +161.7% |
| 3Y | +855.4% | +9.2% | +846.2% | +767.6% |
| All | +855.4% | +7.0% | +848.3% | +767.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling