+855.4%
MU vs SM
-20.0%
+875.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.9% |
| 7D | -22.0% | -25.9% | +3.9% | -17.0% |
| 30D | -36.6% | -15.1% | -21.5% | -34.5% |
| 3M | -21.7% | +4.9% | -26.6% | -23.3% |
| 6M | +3.5% | +6.1% | -2.6% | -1.4% |
| YTD | +141.9% | +63.4% | +78.5% | +88.7% |
| 1Y | +189.8% | +72.5% | +117.4% | +119.3% |
| 3Y | +855.4% | -16.9% | +872.3% | +839.8% |
| All | +855.4% | -20.0% | +875.4% | +839.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling