+1,315.7%
MU vs SAP
+55.2%
+1,260.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.4% |
| 7D | +9.0% | -2.9% | +11.9% | +10.1% |
| 30D | +13.8% | +9.0% | +4.8% | +10.0% |
| 3M | +2.1% | +14.9% | -12.9% | -4.1% |
| 6M | +153.8% | +11.9% | +141.9% | +138.2% |
| YTD | +256.4% | -9.9% | +266.3% | +274.6% |
| 1Y | +719.8% | -19.5% | +739.3% | +831.5% |
| 3Y | +1,360.4% | +61.8% | +1,298.6% | +914.9% |
| All | +1,315.7% | +55.2% | +1,260.4% | +825.3% |
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