+1,362.4%
MU vs CRL
+38.0%
+1,324.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.7% |
| 7D | +9.0% | -1.0% | +10.0% | +9.3% |
| 30D | +13.8% | +10.7% | +3.2% | +9.7% |
| 3M | +2.1% | +55.3% | -53.2% | -13.3% |
| 6M | +153.8% | +60.7% | +93.2% | +110.2% |
| YTD | +256.4% | +44.6% | +211.8% | +205.5% |
| 1Y | +719.8% | +77.7% | +642.0% | +542.5% |
| All | +1,362.4% | +38.0% | +1,324.4% | +1,104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling