+4,609.2%
MU vs SAP
+231.4%
+4,377.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.8% |
| 7D | +2.0% | -2.5% | +4.5% | +3.0% |
| 30D | -18.0% | +7.5% | -25.4% | -21.4% |
| 3M | -6.6% | +11.6% | -18.2% | -12.9% |
| 6M | +2.0% | +37.6% | -35.6% | -19.2% |
| YTD | +184.5% | -2.0% | +186.4% | +170.5% |
| 1Y | +236.9% | -6.4% | +243.2% | +231.5% |
| 3Y | +987.0% | +67.7% | +919.3% | +605.6% |
| 5Y | +1,014.6% | +75.7% | +938.9% | +582.9% |
| 10Y | +4,609.2% | +229.3% | +4,379.9% | +1,571.1% |
| All | +4,609.2% | +231.4% | +4,377.8% | +1,571.1% |
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