+6,169.9%
MU vs CRL
+244.4%
+5,925.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.2% |
| 7D | +7.5% | -4.6% | +12.1% | +9.8% |
| 30D | +19.4% | +0.5% | +18.9% | +18.9% |
| 3M | +9.8% | +46.6% | -36.8% | -9.7% |
| 6M | +164.1% | +57.3% | +106.9% | +106.1% |
| YTD | +260.3% | +39.5% | +220.8% | +195.5% |
| 1Y | +661.2% | +76.9% | +584.3% | +448.7% |
| 3Y | +1,380.8% | +39.4% | +1,341.5% | +1,011.3% |
| 5Y | +1,346.4% | -37.2% | +1,383.5% | +1,539.9% |
| 10Y | +6,169.9% | +253.4% | +5,916.5% | +2,371.4% |
| All | +6,169.9% | +244.4% | +5,925.5% | +2,371.4% |
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