+107,375.7%
MU vs CRH
+6,101.6%
+101,274.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.3% |
| 7D | +7.5% | -3.6% | +11.1% | +9.0% |
| 30D | +19.4% | -10.8% | +30.2% | +24.5% |
| 3M | +9.8% | -13.5% | +23.3% | +15.7% |
| 6M | +164.1% | -15.4% | +179.6% | +179.8% |
| YTD | +260.3% | -27.6% | +287.9% | +305.0% |
| 1Y | +661.2% | -18.4% | +679.6% | +718.1% |
| 3Y | +1,380.8% | +72.5% | +1,308.3% | +1,116.7% |
| 5Y | +1,346.4% | +99.2% | +1,247.2% | +1,025.4% |
| 10Y | +6,169.9% | +257.0% | +5,912.9% | +3,867.6% |
| All | +107,375.7% | +6,101.6% | +101,274.1% | +50,959.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling