+5,867.4%
MU vs CNH
+64.7%
+5,802.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +4.1% |
| 7D | +9.0% | +23.3% | -14.3% | -1.8% |
| 30D | +13.8% | +33.5% | -19.6% | -1.7% |
| 3M | +2.1% | +32.7% | -30.6% | -11.8% |
| 6M | +153.8% | +22.2% | +131.6% | +126.0% |
| YTD | +256.4% | +57.7% | +198.7% | +177.2% |
| 1Y | +719.8% | +28.0% | +691.8% | +603.3% |
| 3Y | +1,360.4% | +11.5% | +1,348.8% | +1,205.5% |
| 5Y | +1,312.4% | +11.9% | +1,300.6% | +1,123.5% |
| 10Y | +6,142.6% | +162.8% | +5,979.8% | +3,352.9% |
| All | +5,867.4% | +64.7% | +5,802.8% | +3,179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling