+1,319.3%
MU vs SITM
+168.3%
+1,151.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | +7.2% | +8.4% | -1.2% | +4.1% |
| 30D | +14.0% | -17.4% | +31.4% | +21.9% |
| 3M | +5.4% | -9.8% | +15.2% | +8.2% |
| 6M | +170.3% | +83.0% | +87.3% | +110.8% |
| YTD | +250.7% | +69.6% | +181.1% | +178.4% |
| 1Y | +662.1% | +144.9% | +517.2% | +420.4% |
| 3Y | +1,341.2% | +429.9% | +911.3% | +595.7% |
| 5Y | +1,319.3% | +169.2% | +1,150.2% | +621.6% |
| All | +1,319.3% | +168.3% | +1,151.1% | +621.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling