+56,598.7%
MU vs SM
+1,608.3%
+54,990.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | +2.1% | +8.7% | -6.6% | -0.9% |
| 6M | +153.8% | +51.7% | +102.1% | +126.0% |
| YTD | +256.4% | +99.0% | +157.3% | +198.0% |
| 1Y | +719.8% | +34.6% | +685.2% | +638.5% |
| 3Y | +1,360.4% | -7.8% | +1,368.1% | +1,302.8% |
| 5Y | +1,312.4% | +104.8% | +1,207.6% | +983.9% |
| 10Y | +6,142.6% | +7.2% | +6,135.3% | +3,369.8% |
| All | +56,598.7% | +1,608.3% | +54,990.4% | +21,284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling