+950.8%
MU vs S
+41.6%
+909.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +12.8% | +2.0% | +10.8% | +12.3% |
| 30D | -14.9% | -2.7% | -12.1% | -13.8% |
| 3M | -18.0% | -6.9% | -11.2% | -16.8% |
| 6M | -3.1% | +38.1% | -41.2% | -13.3% |
| YTD | +172.9% | +48.0% | +124.9% | +136.5% |
| 1Y | +228.8% | +34.5% | +194.4% | +192.2% |
| 3Y | +950.8% | +38.3% | +912.5% | +903.5% |
| All | +950.8% | +41.6% | +909.3% | +903.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling