+3,971.9%
MU vs CRL
+386.8%
+3,585.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.8% | -2.7% | +1.4% |
| 7D | -22.0% | -6.1% | -15.9% | -19.3% |
| 30D | -36.6% | +12.4% | -49.0% | -39.8% |
| 3M | -21.7% | +27.1% | -48.8% | -30.3% |
| 6M | +3.5% | +85.7% | -82.2% | -24.6% |
| YTD | +141.9% | +69.2% | +72.7% | +81.1% |
| 1Y | +189.8% | +97.5% | +92.3% | +100.0% |
| 3Y | +855.4% | +86.1% | +769.3% | +523.2% |
| 5Y | +869.2% | -10.0% | +879.2% | +814.8% |
| All | +3,971.9% | +386.8% | +3,585.2% | +1,513.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling