+265.1%
MU vs CRBG
+20.9%
+244.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.4% | -8.4% | -7.2% |
| 7D | -19.1% | +2.6% | -21.7% | -19.4% |
| 30D | -25.2% | +4.0% | -29.3% | -25.7% |
| 3M | -10.9% | +15.5% | -26.4% | -13.5% |
| 6M | +38.0% | +36.0% | +2.0% | +28.5% |
| YTD | +178.8% | +23.3% | +155.5% | +162.3% |
| 1Y | +265.1% | +19.9% | +245.2% | +249.1% |
| All | +265.1% | +20.9% | +244.2% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling