-26.5%
MU vs STM
-26.0%
-0.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -12.4% | -5.1% | -8.4% |
| 7D | -29.7% | -20.1% | -9.7% | -17.8% |
| 30D | -37.2% | -32.0% | -5.2% | -21.1% |
| 3M | -26.5% | -24.2% | -2.3% | -13.9% |
| All | -26.5% | -26.0% | -0.5% | -13.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling