+950.8%
MU vs SITM
+318.4%
+632.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -0.2% |
| 7D | +12.8% | +6.6% | +6.2% | +9.9% |
| 30D | -14.9% | -15.3% | +0.5% | -8.8% |
| 3M | -18.0% | -35.4% | +17.3% | -3.3% |
| 6M | -3.1% | -46.8% | +43.7% | +21.8% |
| YTD | +172.9% | +25.9% | +147.0% | +134.9% |
| 1Y | +228.8% | +54.0% | +174.8% | +159.9% |
| 3Y | +950.8% | +315.6% | +635.3% | +421.0% |
| All | +950.8% | +318.4% | +632.5% | +421.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling