+5,778.3%
MU vs SBAC
+76.8%
+5,701.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +7.2% | -0.1% | +7.2% | +7.1% |
| 30D | +14.0% | +3.2% | +10.7% | +13.3% |
| 3M | +5.4% | -5.1% | +10.4% | +5.7% |
| 6M | +170.3% | -2.1% | +172.4% | +166.1% |
| YTD | +250.7% | -0.5% | +251.2% | +242.4% |
| 1Y | +662.1% | +1.1% | +661.0% | +640.0% |
| 3Y | +1,341.2% | -7.4% | +1,348.6% | +1,274.1% |
| 5Y | +1,319.3% | -44.3% | +1,363.7% | +1,527.9% |
| 10Y | +5,778.3% | +77.6% | +5,700.7% | +4,292.8% |
| All | +5,778.3% | +76.8% | +5,701.5% | +4,292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling