+5,731.6%
MU vs CRH
+253.3%
+5,478.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | -4.1% | -6.1% | +2.0% | 0.0% |
| 30D | +7.0% | -9.3% | +16.3% | +14.0% |
| 3M | -2.1% | -15.2% | +13.1% | +8.1% |
| 6M | +133.1% | -14.2% | +147.3% | +153.9% |
| YTD | +241.9% | -28.3% | +270.2% | +318.9% |
| 1Y | +548.8% | -21.8% | +570.5% | +648.0% |
| 3Y | +1,308.2% | +71.6% | +1,236.6% | +867.6% |
| 5Y | +1,260.7% | +96.6% | +1,164.1% | +736.7% |
| All | +5,731.6% | +253.3% | +5,478.3% | +2,259.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling