+38,389.7%
MU vs SM
+1,302.7%
+37,087.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.1% |
| 6M | +3.5% | +6.1% | -2.6% | -0.1% |
| YTD | +141.9% | +63.4% | +78.5% | +109.5% |
| 1Y | +189.8% | +72.5% | +117.4% | +147.4% |
| 3Y | +855.4% | -16.9% | +872.3% | +835.4% |
| 5Y | +869.2% | -10.6% | +879.8% | +783.5% |
| 10Y | +4,142.8% | +11.3% | +4,131.5% | +2,222.0% |
| All | +38,389.7% | +1,302.7% | +37,087.1% | +14,933.2% |
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