-0.4%
MU vs SKHY
+11.8%
-12.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SKHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.8% |
| 7D | -4.1% | +7.4% | -11.4% | -8.1% |
| 30D | +7.0% | +23.1% | -16.1% | -5.1% |
| All | -0.4% | +11.8% | -12.2% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SKHY.
Daily Out/Under-Performance
Portfolio return minus SKHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKHY 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 6mo: compounded portfolio wealth divided by compounded SKHY 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…
6mo analysis · Full analysis span regression · Available span rolling