+106,206.6%
MU vs SAN
+2,116.5%
+104,090.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.5% |
| 7D | +9.0% | +1.8% | +7.2% | +8.0% |
| 30D | +13.8% | +2.0% | +11.8% | +12.6% |
| 3M | +2.1% | +19.7% | -17.6% | -6.2% |
| 6M | +153.8% | +30.6% | +123.2% | +123.4% |
| YTD | +256.4% | +28.8% | +227.5% | +214.4% |
| 1Y | +719.8% | +57.8% | +662.0% | +556.1% |
| 3Y | +1,360.4% | +338.1% | +1,022.2% | +597.8% |
| 5Y | +1,312.4% | +384.2% | +928.2% | +518.3% |
| 10Y | +6,142.6% | +353.1% | +5,789.4% | +2,535.0% |
| All | +106,206.6% | +2,116.5% | +104,090.2% | +29,956.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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