+1,362.4%
MU vs SM
-7.7%
+1,370.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.6% |
| 7D | +9.0% | +0.1% | +8.9% | +8.9% |
| 30D | +13.8% | +26.3% | -12.5% | +8.1% |
| 3M | +2.1% | +8.7% | -6.6% | -0.4% |
| 6M | +153.8% | +51.7% | +102.1% | +115.9% |
| YTD | +256.4% | +99.0% | +157.3% | +171.7% |
| 1Y | +719.8% | +34.6% | +685.2% | +625.1% |
| All | +1,362.4% | -7.7% | +1,370.2% | +1,296.5% |
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