+699.7%
MU vs CRL
+1,630.9%
-931.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.8% | -2.7% | +1.7% |
| 7D | -22.0% | -6.1% | -15.9% | -19.6% |
| 30D | -36.6% | +12.4% | -49.0% | -39.5% |
| 3M | -21.7% | +27.1% | -48.8% | -29.5% |
| 6M | +3.5% | +85.7% | -82.2% | -22.2% |
| YTD | +141.9% | +69.2% | +72.7% | +86.5% |
| 1Y | +189.8% | +97.5% | +92.3% | +108.2% |
| 3Y | +855.4% | +86.1% | +769.3% | +560.7% |
| 5Y | +869.2% | -10.0% | +879.2% | +789.2% |
| 10Y | +4,142.8% | +395.0% | +3,747.9% | +1,742.7% |
| All | +699.7% | +1,630.9% | -931.2% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling