+855.4%
MU vs SBAC
-10.4%
+865.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +4.5% |
| 7D | -22.0% | +1.2% | -23.2% | -21.6% |
| 30D | -36.6% | +11.2% | -47.7% | -34.3% |
| 3M | -21.7% | +4.5% | -26.2% | -20.3% |
| 6M | +3.5% | -12.2% | +15.7% | +3.4% |
| YTD | +141.9% | -0.1% | +142.1% | +146.7% |
| 1Y | +189.8% | -0.3% | +190.1% | +195.6% |
| 3Y | +855.4% | -8.7% | +864.1% | +884.3% |
| All | +855.4% | -10.4% | +865.8% | +884.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling