+4,524.1%
MU vs SAP
+236.1%
+4,288.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +21.6% | -3.9% | +25.5% | +23.9% |
| 30D | -16.2% | +6.5% | -22.7% | -19.4% |
| 3M | -12.4% | +14.7% | -27.0% | -19.4% |
| 6M | +4.2% | +39.9% | -35.7% | -18.4% |
| YTD | +180.0% | -2.0% | +181.9% | +166.3% |
| 1Y | +226.4% | -6.0% | +232.4% | +220.3% |
| 3Y | +969.7% | +67.7% | +902.0% | +594.2% |
| 5Y | +957.9% | +78.8% | +879.2% | +540.7% |
| All | +4,524.1% | +236.1% | +4,288.0% | +1,489.1% |
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