+2,187.7%
MU vs SITM
+4,608.4%
-2,420.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.5% | +4.0% |
| 7D | +9.0% | +9.7% | -0.7% | +5.9% |
| 30D | +13.8% | +12.7% | +1.1% | +7.7% |
| 3M | +2.1% | -13.4% | +15.5% | +6.2% |
| 6M | +153.8% | +59.6% | +94.2% | +114.3% |
| YTD | +256.4% | +73.3% | +183.1% | +191.6% |
| 1Y | +719.8% | +165.5% | +554.2% | +480.1% |
| 3Y | +1,360.4% | +368.7% | +991.7% | +719.3% |
| 5Y | +1,312.4% | +172.5% | +1,139.9% | +714.7% |
| All | +2,187.7% | +4,608.4% | -2,420.7% | +621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling