+6,028.8%
MU vs STM
+682.1%
+5,346.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +4.9% |
| 7D | +9.0% | +5.8% | +3.2% | +5.0% |
| 30D | +13.8% | -1.0% | +14.8% | +14.3% |
| 3M | +2.1% | -33.3% | +35.3% | +34.3% |
| 6M | +153.8% | +57.4% | +96.4% | +89.5% |
| YTD | +256.4% | +102.2% | +154.2% | +125.4% |
| 1Y | +719.8% | +99.6% | +620.2% | +416.2% |
| 3Y | +1,360.4% | +14.5% | +1,345.8% | +1,131.5% |
| 5Y | +1,312.4% | +21.4% | +1,291.0% | +1,006.3% |
| All | +6,028.8% | +682.1% | +5,346.7% | +1,880.1% |
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