+236.9%
MU vs SAP
-5.5%
+242.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +12.0% |
| 7D | +2.0% | -2.5% | +4.5% | +1.0% |
| 30D | -18.0% | +7.5% | -25.4% | -14.9% |
| 3M | -6.6% | +11.6% | -18.2% | -1.0% |
| 6M | +2.0% | +37.6% | -35.6% | +25.7% |
| YTD | +184.5% | -2.0% | +186.4% | +263.3% |
| 1Y | +236.9% | -6.4% | +243.2% | +353.7% |
| All | +236.9% | -5.5% | +242.4% | +353.7% |
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