+1,308.2%
MU vs CRBG
+122.1%
+1,186.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.9% |
| 7D | -4.1% | +0.6% | -4.6% | -4.4% |
| 30D | +7.0% | +2.6% | +4.4% | +5.4% |
| 3M | -2.1% | +24.0% | -26.0% | -13.1% |
| 6M | +133.1% | +50.5% | +82.6% | +83.8% |
| YTD | +241.9% | +17.1% | +224.8% | +207.0% |
| 1Y | +548.8% | +5.9% | +542.9% | +513.6% |
| 3Y | +1,308.2% | +122.7% | +1,185.5% | +958.0% |
| All | +1,308.2% | +122.1% | +1,186.1% | +958.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling