+3,971.9%
MU vs STM
+398.5%
+3,573.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +2.1% |
| 7D | -22.0% | -10.7% | -11.3% | -15.1% |
| 30D | -36.6% | -25.7% | -10.8% | -22.1% |
| 3M | -21.7% | -21.6% | -0.1% | -8.2% |
| 6M | +3.5% | -27.8% | +31.3% | +29.7% |
| YTD | +141.9% | +61.8% | +80.2% | +76.6% |
| 1Y | +189.8% | +78.1% | +111.7% | +98.7% |
| 3Y | +855.4% | +4.9% | +850.5% | +756.6% |
| 5Y | +869.2% | -14.3% | +883.4% | +858.7% |
| All | +3,971.9% | +398.5% | +3,573.5% | +1,351.5% |
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