+808.8%
MU vs STM
+0.3%
+808.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -12.4% | -5.1% | -9.1% |
| 7D | -29.7% | -20.1% | -9.7% | -17.7% |
| 30D | -37.2% | -32.0% | -5.2% | -18.6% |
| 3M | -26.5% | -24.2% | -2.3% | -11.9% |
| 6M | +2.6% | -29.9% | +32.5% | +32.1% |
| YTD | +130.1% | +54.9% | +75.3% | +82.7% |
| 1Y | +176.7% | +68.0% | +108.7% | +109.4% |
| All | +808.8% | +0.3% | +808.5% | +745.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling