+1,263.7%
MU vs CRM
-5.3%
+1,269.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.8% |
| 7D | +2.0% | -8.1% | +10.1% | +4.4% |
| 30D | +12.5% | +23.1% | -10.5% | +4.5% |
| 3M | +9.6% | +42.5% | -32.9% | -5.1% |
| 6M | +142.6% | +25.3% | +117.3% | +117.4% |
| YTD | +242.7% | -7.8% | +250.5% | +251.3% |
| 1Y | +599.3% | +1.0% | +598.2% | +582.5% |
| 3Y | +1,308.3% | +10.0% | +1,298.3% | +1,185.8% |
| 5Y | +1,263.7% | -3.9% | +1,267.6% | +1,116.7% |
| All | +1,263.7% | -5.3% | +1,269.0% | +1,116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling