+1,362.4%
MU vs SAP
+62.3%
+1,300.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.2% |
| 7D | +9.0% | -2.9% | +11.9% | +9.5% |
| 30D | +13.8% | +9.0% | +4.8% | +12.0% |
| 3M | +2.1% | +14.9% | -12.9% | +1.5% |
| 6M | +153.8% | +11.9% | +141.9% | +153.6% |
| YTD | +256.4% | -9.9% | +266.3% | +295.9% |
| 1Y | +719.8% | -19.5% | +739.3% | +886.0% |
| All | +1,362.4% | +62.3% | +1,300.2% | +1,094.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling