+719.8%
MU vs CRH
-14.7%
+734.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +4.8% |
| 7D | +9.0% | -1.7% | +10.6% | +10.0% |
| 30D | +13.8% | -5.4% | +19.2% | +17.0% |
| 3M | +2.1% | -11.2% | +13.3% | +9.1% |
| 6M | +153.8% | -15.8% | +169.6% | +177.7% |
| YTD | +256.4% | -23.6% | +280.0% | +313.6% |
| 1Y | +719.8% | -14.6% | +734.4% | +758.8% |
| All | +719.8% | -14.7% | +734.5% | +758.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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