+231.7%
MU vs SM
+69.2%
+162.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.6% | +6.3% | +12.5% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | -18.0% | -17.3% | -0.6% | -20.6% |
| 3M | -6.6% | -3.6% | -3.0% | -5.6% |
| 6M | +2.0% | +2.9% | -0.9% | +6.6% |
| YTD | +184.5% | +70.2% | +114.3% | +207.5% |
| All | +231.7% | +69.2% | +162.4% | +254.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling