+719.8%
MU vs SAP
-19.8%
+739.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +5.8% |
| 7D | +9.0% | -2.9% | +11.9% | +7.8% |
| 30D | +13.8% | +9.0% | +4.8% | +17.8% |
| 3M | +2.1% | +14.9% | -12.9% | +16.9% |
| 6M | +153.8% | +11.9% | +141.9% | +193.6% |
| YTD | +256.4% | -9.9% | +266.3% | +330.3% |
| 1Y | +719.8% | -19.5% | +739.3% | +933.9% |
| All | +719.8% | -19.8% | +739.6% | +933.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling