+847.8%
MU vs CNH
-14.7%
+862.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.4% | +3.9% |
| 7D | -22.0% | -1.7% | -20.3% | -21.1% |
| 30D | -36.6% | -7.2% | -29.3% | -34.6% |
| 3M | -21.7% | +6.5% | -28.3% | -25.3% |
| 6M | +3.5% | +7.9% | -4.3% | -2.2% |
| YTD | +141.9% | +26.6% | +115.3% | +106.8% |
| 1Y | +189.8% | +13.8% | +176.1% | +160.7% |
| 3Y | +855.4% | +9.2% | +846.2% | +755.2% |
| All | +847.8% | -14.7% | +862.5% | +843.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling