+769.6%
MU vs SMR
-45.9%
+815.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +5.0% |
| 7D | -12.0% | +1.7% | -13.7% | -12.1% |
| 30D | -28.7% | -24.4% | -4.3% | -25.4% |
| 3M | -16.4% | -44.6% | +28.2% | -8.9% |
| 6M | -1.8% | -56.7% | +54.9% | +11.2% |
| YTD | +157.1% | -61.6% | +218.7% | +191.3% |
| 1Y | +208.5% | -82.1% | +290.6% | +280.9% |
| 3Y | +906.2% | +161.5% | +744.6% | +791.6% |
| All | +769.6% | -45.9% | +815.5% | +744.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling