+938.2%
MU vs SAP
+79.5%
+858.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +12.8% | +0.6% | +12.2% | +12.6% |
| 30D | -14.9% | +6.5% | -21.4% | -17.1% |
| 3M | -18.0% | +12.2% | -30.3% | -22.0% |
| 6M | -3.1% | +46.1% | -49.2% | -20.2% |
| YTD | +172.9% | -1.6% | +174.5% | +177.0% |
| 1Y | +228.8% | -5.1% | +234.0% | +243.2% |
| 3Y | +950.8% | +68.4% | +882.5% | +618.7% |
| All | +938.2% | +79.5% | +858.7% | +534.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling