+719.8%
MU vs SITM
+174.8%
+545.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.5% | +3.5% |
| 7D | +9.0% | +9.7% | -0.7% | +5.1% |
| 30D | +13.8% | +12.7% | +1.1% | +6.0% |
| 3M | +2.1% | -13.4% | +15.5% | +6.3% |
| 6M | +153.8% | +59.6% | +94.2% | +109.7% |
| YTD | +256.4% | +73.3% | +183.1% | +185.6% |
| 1Y | +719.8% | +165.5% | +554.2% | +500.9% |
| All | +719.8% | +174.8% | +545.0% | +500.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling