+634.2%
MU vs CRCL
-9.9%
+644.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.1% |
| 7D | +12.8% | -8.4% | +21.2% | +14.3% |
| 30D | -14.9% | -21.8% | +7.0% | -11.7% |
| 3M | -18.0% | -17.5% | -0.6% | -16.2% |
| 6M | -3.1% | -50.9% | +47.7% | +3.9% |
| YTD | +172.9% | -21.6% | +194.5% | +178.8% |
| 1Y | +228.8% | -24.5% | +253.3% | +236.0% |
| All | +634.2% | -9.9% | +644.1% | +664.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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