+265.1%
MU vs SMR
-87.0%
+352.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.5% | -2.5% | -5.4% |
| 7D | -19.1% | -9.5% | -9.6% | -16.2% |
| 30D | -25.2% | -33.2% | +8.0% | -14.1% |
| 3M | -10.9% | -45.9% | +35.0% | +7.4% |
| 6M | +38.0% | -57.9% | +95.9% | +78.6% |
| YTD | +178.8% | -63.8% | +242.6% | +263.9% |
| 1Y | +265.1% | -85.6% | +350.8% | +500.1% |
| All | +265.1% | -87.0% | +352.2% | +500.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling