+978.0%
MU vs SM
-3.8%
+981.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.8% | -2.7% |
| 7D | +21.6% | +10.6% | +11.0% | +19.0% |
| 30D | -16.2% | -15.0% | -1.3% | -13.5% |
| 3M | -12.4% | +1.7% | -14.0% | -13.5% |
| 6M | +4.2% | +5.9% | -1.7% | 0.0% |
| YTD | +180.0% | +79.0% | +101.0% | +113.8% |
| 1Y | +226.4% | +84.7% | +141.7% | +145.0% |
| All | +978.0% | -3.8% | +981.8% | +929.9% |
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