+265.1%
MU vs SAP
-5.6%
+270.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.2% | -11.2% | -5.0% |
| 7D | -19.1% | +1.3% | -20.4% | -18.5% |
| 30D | -25.2% | +15.5% | -40.8% | -20.0% |
| 3M | -10.9% | +22.8% | -33.7% | -1.6% |
| 6M | +38.0% | +42.5% | -4.5% | +71.2% |
| YTD | +178.8% | +0.5% | +178.3% | +258.8% |
| 1Y | +265.1% | -5.9% | +271.1% | +401.3% |
| All | +265.1% | -5.6% | +270.7% | +401.3% |
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