+1,105.6%
MU vs SMR
-3.5%
+1,109.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.2% |
| 7D | +9.0% | +4.4% | +4.6% | +8.2% |
| 30D | +13.8% | +3.4% | +10.4% | +12.9% |
| 3M | +2.1% | -19.2% | +21.2% | +5.3% |
| 6M | +153.8% | -22.6% | +176.5% | +161.4% |
| YTD | +256.4% | -31.5% | +287.9% | +270.1% |
| 1Y | +719.8% | -73.1% | +792.8% | +832.4% |
| 3Y | +1,360.4% | +55.0% | +1,305.4% | +1,204.9% |
| All | +1,105.6% | -3.5% | +1,109.1% | +972.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling