+4,271.9%
MU vs SBAC
+97.3%
+4,174.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -12.0% | +3.0% | -15.0% | -12.5% |
| 30D | -28.7% | +4.3% | -33.0% | -29.3% |
| 3M | -16.4% | +4.1% | -20.6% | -17.2% |
| 6M | -1.8% | -11.6% | +9.8% | -0.4% |
| YTD | +157.1% | +0.4% | +156.7% | +150.3% |
| 1Y | +208.5% | -1.1% | +209.6% | +201.4% |
| 3Y | +906.2% | -7.3% | +913.4% | +862.4% |
| 5Y | +893.4% | -40.8% | +934.2% | +1,013.1% |
| 10Y | +4,271.9% | +103.0% | +4,168.9% | +3,193.9% |
| All | +4,271.9% | +97.3% | +4,174.6% | +3,193.9% |
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