+5,731.6%
MU vs SMCI
+1,818.7%
+3,913.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.3% | -7.5% | -2.0% |
| 7D | -4.1% | +1.3% | -5.4% | -4.5% |
| 30D | +7.0% | +6.6% | +0.4% | +5.1% |
| 3M | -2.1% | +25.4% | -27.5% | -8.0% |
| 6M | +133.1% | +26.1% | +106.9% | +111.3% |
| YTD | +241.9% | +37.0% | +204.9% | +201.5% |
| 1Y | +548.8% | -8.8% | +557.5% | +525.4% |
| 3Y | +1,308.2% | +44.6% | +1,263.6% | +895.8% |
| 5Y | +1,260.7% | +995.9% | +264.8% | +407.4% |
| All | +5,731.6% | +1,818.7% | +3,913.0% | +1,687.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMCI.
Daily Out/Under-Performance
Portfolio return minus SMCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMCI 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 10y: compounded portfolio wealth divided by compounded SMCI 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…
10y analysis · Full analysis span regression · 6 months rolling