+4,524.1%
MU vs STM
+467.4%
+4,056.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | +21.6% | +16.3% | +5.3% | +10.1% |
| 30D | -16.2% | -6.3% | -9.9% | -11.9% |
| 3M | -12.4% | -14.1% | +1.7% | -2.9% |
| 6M | +4.2% | -19.6% | +23.8% | +21.0% |
| YTD | +180.0% | +80.1% | +99.8% | +90.4% |
| 1Y | +226.4% | +95.4% | +131.0% | +110.4% |
| 3Y | +969.7% | +14.7% | +955.0% | +804.9% |
| 5Y | +957.9% | -5.4% | +963.3% | +880.7% |
| All | +4,524.1% | +467.4% | +4,056.7% | +1,391.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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