+1,426.5%
MU vs SAP
+2,542.1%
-1,115.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.5% | -18.9% | -18.1% |
| 7D | -29.7% | +4.0% | -33.8% | -31.3% |
| 30D | -37.2% | +15.7% | -52.9% | -41.7% |
| 3M | -26.5% | +23.4% | -49.9% | -34.3% |
| 6M | +2.6% | +41.3% | -38.7% | -17.9% |
| YTD | +130.1% | +2.0% | +128.2% | +110.3% |
| 1Y | +176.7% | -5.1% | +181.8% | +162.3% |
| 3Y | +813.1% | +82.1% | +731.0% | +529.3% |
| 5Y | +822.0% | +77.2% | +744.8% | +539.6% |
| 10Y | +3,936.2% | +233.6% | +3,702.5% | +1,953.5% |
| All | +1,426.5% | +2,542.1% | -1,115.6% | +334.5% |
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