+1,315.7%
MU vs CNH
+11.5%
+1,304.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +4.2% |
| 7D | +9.0% | +23.3% | -14.3% | -1.5% |
| 30D | +13.8% | +33.5% | -19.6% | -1.3% |
| 3M | +2.1% | +32.7% | -30.6% | -11.4% |
| 6M | +153.8% | +22.2% | +131.6% | +127.1% |
| YTD | +256.4% | +57.7% | +198.7% | +177.8% |
| 1Y | +719.8% | +28.0% | +691.8% | +607.1% |
| 3Y | +1,360.4% | +11.5% | +1,348.8% | +1,213.8% |
| All | +1,315.7% | +11.5% | +1,304.2% | +1,115.2% |
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