+2.6%
MU vs SAP
+42.4%
-39.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.5% | -18.9% | -16.1% |
| 7D | -29.7% | +4.0% | -33.8% | -26.7% |
| 30D | -37.2% | +15.7% | -52.9% | -27.9% |
| 3M | -26.5% | +23.4% | -49.9% | -9.2% |
| 6M | +2.6% | +41.3% | -38.7% | +65.4% |
| All | +2.6% | +42.4% | -39.8% | +65.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling