+879.2%
MU vs S
-48.3%
+927.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.6% |
| 7D | +2.0% | +1.2% | +0.8% | +2.1% |
| 30D | -18.0% | -7.3% | -10.6% | -16.3% |
| 3M | -6.6% | +5.9% | -12.5% | -8.3% |
| 6M | +2.0% | +45.6% | -43.6% | -8.0% |
| YTD | +184.5% | +58.5% | +125.9% | +149.4% |
| 1Y | +236.9% | +37.6% | +199.3% | +204.1% |
| 3Y | +987.0% | +51.7% | +935.3% | +842.7% |
| 5Y | +1,014.6% | -67.5% | +1,082.1% | +1,008.9% |
| All | +879.2% | -48.3% | +927.5% | +823.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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