+1,504.7%
MU vs SAP
+2,432.7%
-928.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.1% | +9.3% | +7.0% |
| 7D | -22.0% | -0.7% | -21.3% | -22.2% |
| 30D | -36.6% | +11.1% | -47.7% | -40.1% |
| 3M | -21.7% | +17.0% | -38.8% | -28.3% |
| 6M | +3.5% | +34.8% | -31.3% | -15.5% |
| YTD | +141.9% | -2.2% | +144.2% | +125.2% |
| 1Y | +189.8% | -6.4% | +196.3% | +176.0% |
| 3Y | +855.4% | +75.1% | +780.2% | +569.5% |
| 5Y | +869.2% | +69.8% | +799.3% | +584.6% |
| 10Y | +4,142.8% | +219.8% | +3,923.0% | +2,098.1% |
| All | +1,504.7% | +2,432.7% | -928.0% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling