+5,731.6%
MU vs CRM
+241.6%
+5,490.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -1.0% |
| 7D | -4.1% | -4.4% | +0.4% | -2.3% |
| 30D | +7.0% | +28.1% | -21.1% | -5.7% |
| 3M | -2.1% | +48.8% | -50.9% | -22.0% |
| 6M | +133.1% | +28.3% | +104.8% | +94.7% |
| YTD | +241.9% | -6.0% | +247.9% | +232.5% |
| 1Y | +548.8% | +1.4% | +547.3% | +502.0% |
| 3Y | +1,308.2% | +11.8% | +1,296.3% | +1,093.1% |
| 5Y | +1,260.7% | -2.0% | +1,262.7% | +1,079.7% |
| All | +5,731.6% | +241.6% | +5,490.1% | +1,916.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling