+6,993.8%
MU vs CRM
+6,658.1%
+335.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | +0.1% |
| 7D | +7.2% | -3.5% | +10.6% | +8.7% |
| 30D | +14.0% | +29.3% | -15.3% | 0.0% |
| 3M | +5.4% | +36.8% | -31.4% | -12.5% |
| 6M | +170.3% | +23.9% | +146.4% | +129.3% |
| YTD | +250.7% | -5.5% | +256.1% | +232.7% |
| 1Y | +662.1% | -0.4% | +662.5% | +602.8% |
| 3Y | +1,341.2% | +12.8% | +1,328.5% | +1,125.8% |
| 5Y | +1,319.3% | -3.5% | +1,322.8% | +1,148.9% |
| 10Y | +5,778.3% | +238.4% | +5,539.8% | +2,750.0% |
| All | +6,993.8% | +6,658.1% | +335.7% | +1,022.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling