+189.8%
MU vs SM
+62.4%
+127.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +5.9% |
| 7D | -12.0% | -22.3% | +10.2% | -15.8% |
| 30D | -28.7% | -21.4% | -7.4% | -31.4% |
| 3M | -16.4% | +1.4% | -17.8% | -13.5% |
| 6M | -1.8% | +0.1% | -1.9% | +2.5% |
| YTD | +157.1% | +59.0% | +98.1% | +182.2% |
| All | +189.8% | +62.4% | +127.4% | +222.4% |
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