+2,212.9%
MU vs SITM
+4,437.5%
-2,224.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.2% |
| 7D | +7.5% | +3.7% | +3.8% | +6.3% |
| 30D | +19.4% | -14.5% | +33.9% | +25.2% |
| 3M | +9.8% | -10.6% | +20.4% | +12.8% |
| 6M | +164.1% | +65.5% | +98.6% | +120.8% |
| YTD | +260.3% | +67.0% | +193.3% | +198.2% |
| 1Y | +661.2% | +138.6% | +522.6% | +456.5% |
| 3Y | +1,380.8% | +421.8% | +959.0% | +710.1% |
| 5Y | +1,346.4% | +172.4% | +1,173.9% | +737.3% |
| All | +2,212.9% | +4,437.5% | -2,224.6% | +637.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling