+4,271.9%
MU vs SAP
+228.4%
+4,043.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.4% |
| 7D | -12.0% | +1.6% | -13.7% | -13.2% |
| 30D | -28.7% | +10.5% | -39.3% | -32.7% |
| 3M | -16.4% | +15.2% | -31.6% | -23.4% |
| 6M | -1.8% | +36.7% | -38.5% | -21.8% |
| YTD | +157.1% | -0.6% | +157.6% | +142.8% |
| 1Y | +208.5% | -4.1% | +212.6% | +199.4% |
| 3Y | +906.2% | +73.2% | +832.9% | +541.0% |
| 5Y | +893.4% | +74.1% | +819.3% | +514.8% |
| 10Y | +4,271.9% | +222.9% | +4,048.9% | +1,536.4% |
| All | +4,271.9% | +228.4% | +4,043.5% | +1,536.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling