+265.1%
MU vs CRM
-11.3%
+276.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.2% | -9.2% | -6.3% |
| 7D | -19.1% | -6.2% | -12.9% | -20.6% |
| 30D | -25.2% | -1.2% | -24.1% | -25.3% |
| 3M | -10.9% | +19.1% | -30.0% | -4.2% |
| 6M | +38.0% | +23.0% | +15.0% | +60.1% |
| YTD | +178.8% | -13.7% | +192.5% | +252.4% |
| 1Y | +265.1% | -10.0% | +275.1% | +358.8% |
| All | +265.1% | -11.3% | +276.4% | +358.8% |
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