+4,271.9%
MU vs STM
+433.9%
+3,838.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +1.7% |
| 7D | -12.0% | -5.6% | -6.5% | -7.8% |
| 30D | -28.7% | -14.4% | -14.3% | -20.4% |
| 3M | -16.4% | -20.5% | +4.0% | -2.7% |
| 6M | -1.8% | -24.5% | +22.7% | +18.9% |
| YTD | +157.1% | +72.7% | +84.4% | +79.6% |
| 1Y | +208.5% | +91.0% | +117.5% | +101.8% |
| 3Y | +906.2% | +13.5% | +892.6% | +755.7% |
| 5Y | +893.4% | -9.2% | +902.6% | +845.5% |
| 10Y | +4,271.9% | +422.5% | +3,849.3% | +1,397.1% |
| All | +4,271.9% | +433.9% | +3,838.0% | +1,397.1% |
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