+1,126.8%
MU vs S
-56.8%
+1,183.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.0% |
| 7D | +9.0% | -7.7% | +16.7% | +10.8% |
| 30D | +13.8% | -5.3% | +19.1% | +14.5% |
| 3M | +2.1% | +20.3% | -18.2% | -3.3% |
| 6M | +153.8% | +47.4% | +106.4% | +127.1% |
| YTD | +256.4% | +32.5% | +223.9% | +225.4% |
| 1Y | +719.8% | +9.5% | +710.2% | +678.9% |
| 3Y | +1,360.4% | +15.5% | +1,344.9% | +1,239.9% |
| 5Y | +1,312.4% | -71.2% | +1,383.6% | +1,359.3% |
| All | +1,126.8% | -56.8% | +1,183.6% | +1,105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling