+662.1%
MU vs CRL
+72.1%
+590.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.0% |
| 7D | +7.2% | -0.6% | +7.7% | +7.3% |
| 30D | +14.0% | +5.0% | +9.0% | +12.6% |
| 3M | +5.4% | +50.6% | -45.2% | -5.1% |
| 6M | +170.3% | +60.9% | +109.3% | +137.2% |
| YTD | +250.7% | +40.7% | +209.9% | +223.0% |
| 1Y | +662.1% | +73.3% | +588.8% | +537.6% |
| All | +662.1% | +72.1% | +590.0% | +537.6% |
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