+1,118.9%
MU vs SMR
+7.6%
+1,111.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +3.3% |
| 7D | +7.5% | +13.1% | -5.6% | +5.1% |
| 30D | +19.4% | +17.8% | +1.6% | +15.7% |
| 3M | +9.8% | +8.1% | +1.7% | +8.1% |
| 6M | +164.1% | -11.1% | +175.2% | +165.5% |
| YTD | +260.3% | -23.7% | +284.0% | +266.8% |
| 1Y | +661.2% | -69.4% | +730.6% | +746.9% |
| 3Y | +1,380.8% | +82.6% | +1,298.2% | +1,187.4% |
| All | +1,118.9% | +7.6% | +1,111.3% | +962.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling