-26.5%
MU vs S
+0.5%
-27.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -8.8% | -8.6% | -15.6% |
| 7D | -29.7% | -16.7% | -13.1% | -27.6% |
| 30D | -37.2% | -17.0% | -20.2% | -36.1% |
| 3M | -26.5% | +2.0% | -28.5% | -21.9% |
| All | -26.5% | +0.5% | -27.0% | -21.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling