+5,778.3%
MU vs SM
+12.3%
+5,766.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.1% |
| 7D | +7.2% | -0.2% | +7.3% | +7.1% |
| 30D | +14.0% | +31.5% | -17.5% | +9.2% |
| 3M | +5.4% | +17.3% | -12.0% | +1.8% |
| 6M | +170.3% | +48.5% | +121.8% | +148.9% |
| YTD | +250.7% | +106.3% | +144.4% | +204.9% |
| 1Y | +662.1% | +47.3% | +614.8% | +596.3% |
| 3Y | +1,341.2% | -1.4% | +1,342.6% | +1,285.1% |
| 5Y | +1,319.3% | +114.0% | +1,205.3% | +1,081.1% |
| 10Y | +5,778.3% | +12.5% | +5,765.8% | +3,632.1% |
| All | +5,778.3% | +12.3% | +5,766.0% | +3,632.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling