+4,271.9%
MU vs CRL
+400.8%
+3,871.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.6% | +4.0% |
| 7D | -12.0% | +4.4% | -16.4% | -13.5% |
| 30D | -28.7% | +17.1% | -45.8% | -33.7% |
| 3M | -16.4% | +32.1% | -48.5% | -26.9% |
| 6M | -1.8% | +98.9% | -100.7% | -30.8% |
| YTD | +157.1% | +77.1% | +79.9% | +88.2% |
| 1Y | +208.5% | +110.3% | +98.2% | +106.4% |
| 3Y | +906.2% | +108.5% | +797.7% | +518.2% |
| 5Y | +893.4% | -7.9% | +901.3% | +831.1% |
| 10Y | +4,271.9% | +368.9% | +3,902.9% | +1,560.1% |
| All | +4,271.9% | +400.8% | +3,871.0% | +1,560.1% |
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