+256.3%
MUU vs CRM
+23.8%
+232.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.7% |
| 7D | +3.6% | -8.1% | +11.7% | -3.3% |
| 30D | +22.3% | +23.1% | -0.7% | +49.8% |
| 3M | -8.2% | +42.5% | -50.7% | +52.2% |
| 6M | +256.3% | +25.3% | +231.0% | +442.4% |
| All | +256.3% | +23.8% | +232.5% | +442.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling