+1,726.0%
MU vs SITM
+3,535.1%
-1,809.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.3% | +5.6% | +9.8% |
| 7D | +2.0% | +17.2% | -15.2% | -2.8% |
| 30D | -18.0% | -17.1% | -0.9% | -12.8% |
| 3M | -6.6% | -29.2% | +22.6% | +3.6% |
| 6M | +2.0% | -47.6% | +49.6% | +23.2% |
| YTD | +184.5% | +33.8% | +150.7% | +151.5% |
| 1Y | +236.9% | +54.1% | +182.8% | +184.4% |
| 3Y | +987.0% | +337.6% | +649.4% | +531.4% |
| 5Y | +1,014.6% | +89.7% | +924.9% | +617.9% |
| All | +1,726.0% | +3,535.1% | -1,809.1% | +521.8% |
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