+1,362.4%
MU vs CNH
+9.6%
+1,352.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +4.3% |
| 7D | +9.0% | +23.3% | -14.3% | -0.7% |
| 30D | +13.8% | +33.5% | -19.6% | -0.3% |
| 3M | +2.1% | +32.7% | -30.6% | -10.5% |
| 6M | +153.8% | +22.2% | +131.6% | +129.6% |
| YTD | +256.4% | +57.7% | +198.7% | +181.8% |
| 1Y | +719.8% | +28.0% | +691.8% | +616.5% |
| All | +1,362.4% | +9.6% | +1,352.9% | +1,091.3% |
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