+719.8%
MU vs CRL
+78.8%
+640.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.5% |
| 7D | +9.0% | -1.0% | +10.0% | +9.2% |
| 30D | +13.8% | +10.7% | +3.2% | +11.0% |
| 3M | +2.1% | +55.3% | -53.2% | -8.8% |
| 6M | +153.8% | +60.7% | +93.2% | +123.1% |
| YTD | +256.4% | +44.6% | +211.8% | +226.0% |
| 1Y | +719.8% | +77.7% | +642.0% | +579.7% |
| All | +719.8% | +78.8% | +640.9% | +579.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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