+4,277.4%
MU vs STM
+431.2%
+3,846.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -15.2% | -7.9% | -7.3% | -9.6% |
| 30D | -29.5% | -14.1% | -15.4% | -21.5% |
| 3M | -15.8% | -17.6% | +1.8% | -4.2% |
| 6M | -2.9% | -24.2% | +21.4% | +17.3% |
| YTD | +154.2% | +73.3% | +80.9% | +77.2% |
| 1Y | +186.6% | +90.1% | +96.5% | +87.9% |
| 3Y | +871.5% | +10.3% | +861.1% | +742.1% |
| 5Y | +911.7% | -5.7% | +917.4% | +838.9% |
| 10Y | +4,277.4% | +444.1% | +3,833.3% | +1,375.3% |
| All | +4,277.4% | +431.2% | +3,846.2% | +1,375.3% |
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