+1,362.4%
MU vs STM
+16.2%
+1,346.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +4.9% |
| 7D | +9.0% | +5.8% | +3.2% | +5.1% |
| 30D | +13.8% | -1.0% | +14.8% | +14.3% |
| 3M | +2.1% | -33.3% | +35.3% | +33.2% |
| 6M | +153.8% | +57.4% | +96.4% | +97.7% |
| YTD | +256.4% | +102.2% | +154.2% | +139.3% |
| 1Y | +719.8% | +99.6% | +620.2% | +447.2% |
| All | +1,362.4% | +16.2% | +1,346.3% | +1,081.1% |
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 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