+719.8%
MU vs CRM
+8.9%
+710.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +5.6% |
| 7D | +9.0% | +1.3% | +7.7% | +9.3% |
| 30D | +13.8% | +34.3% | -20.5% | +23.7% |
| 3M | +2.1% | +37.7% | -35.6% | +17.8% |
| 6M | +153.8% | +34.9% | +118.9% | +195.8% |
| YTD | +256.4% | -1.6% | +258.0% | +362.2% |
| 1Y | +719.8% | +7.1% | +712.6% | +930.7% |
| All | +719.8% | +8.9% | +710.9% | +930.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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