+6,399.9%
MU vs STM
+1,727.7%
+4,672.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -12.4% | -5.1% | -9.6% |
| 7D | -29.7% | -20.1% | -9.7% | -18.4% |
| 30D | -37.2% | -32.0% | -5.2% | -19.5% |
| 3M | -26.5% | -24.2% | -2.3% | -12.6% |
| 6M | +2.6% | -29.9% | +32.5% | +29.5% |
| YTD | +130.1% | +54.9% | +75.3% | +74.2% |
| 1Y | +176.7% | +68.0% | +108.7% | +99.0% |
| 3Y | +813.1% | -0.1% | +813.2% | +752.2% |
| 5Y | +822.0% | -17.9% | +839.9% | +846.8% |
| 10Y | +3,936.2% | +392.2% | +3,543.9% | +1,147.4% |
| All | +6,399.9% | +1,727.7% | +4,672.2% | +958.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling