+847.8%
MU vs SM
-11.5%
+859.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.9% |
| 7D | -22.0% | -25.9% | +3.9% | -17.3% |
| 30D | -36.6% | -15.1% | -21.5% | -34.6% |
| 3M | -21.7% | +4.9% | -26.6% | -23.1% |
| 6M | +3.5% | +6.1% | -2.6% | -0.4% |
| YTD | +141.9% | +63.4% | +78.5% | +102.7% |
| 1Y | +189.8% | +72.5% | +117.4% | +138.2% |
| 3Y | +855.4% | -16.9% | +872.3% | +823.3% |
| All | +847.8% | -11.5% | +859.4% | +767.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling