+957.9%
MU vs CRL
-13.0%
+970.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +21.6% | +8.9% | +12.8% | +17.6% |
| 30D | -16.2% | +14.0% | -30.2% | -20.0% |
| 3M | -12.4% | +19.8% | -32.2% | -18.2% |
| 6M | +4.2% | +102.0% | -97.8% | -21.7% |
| YTD | +180.0% | +70.8% | +109.1% | +121.6% |
| 1Y | +226.4% | +98.7% | +127.7% | +142.2% |
| 3Y | +969.7% | +98.2% | +871.6% | +643.2% |
| 5Y | +957.9% | -11.7% | +969.6% | +843.0% |
| All | +957.9% | -13.0% | +970.9% | +843.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling