+784.9%
MU vs S
-48.9%
+833.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.0% | -1.8% | +4.5% |
| 7D | -12.0% | +1.6% | -13.6% | -12.1% |
| 30D | -28.7% | -10.5% | -18.3% | -26.8% |
| 3M | -16.4% | +9.9% | -26.4% | -18.7% |
| 6M | -1.8% | +41.8% | -43.6% | -10.9% |
| YTD | +157.1% | +56.8% | +100.3% | +125.8% |
| 1Y | +208.5% | +39.0% | +169.5% | +177.7% |
| 3Y | +906.2% | +53.8% | +852.3% | +770.2% |
| 5Y | +893.4% | -68.6% | +962.0% | +892.2% |
| All | +784.9% | -48.9% | +833.7% | +736.4% |
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