+4,407.5%
MU vs STM
+470.7%
+3,936.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.9% |
| 7D | +12.8% | +12.0% | +0.8% | +4.7% |
| 30D | -14.9% | -0.4% | -14.5% | -14.1% |
| 3M | -18.0% | -13.2% | -4.9% | -9.8% |
| 6M | -3.1% | -26.1% | +22.9% | +19.1% |
| YTD | +172.9% | +81.2% | +91.7% | +84.8% |
| 1Y | +228.8% | +98.3% | +130.5% | +109.8% |
| 3Y | +950.8% | +16.7% | +934.1% | +778.3% |
| 5Y | +931.3% | -4.8% | +936.1% | +852.1% |
| All | +4,407.5% | +470.7% | +3,936.8% | +1,347.7% |
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