+978.0%
MU vs SBAC
-8.5%
+986.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -2.1% |
| 7D | +21.6% | -3.4% | +25.0% | +20.4% |
| 30D | -16.2% | +2.6% | -18.8% | -15.3% |
| 3M | -12.4% | +2.6% | -15.0% | -11.2% |
| 6M | +4.2% | -11.5% | +15.7% | +3.9% |
| YTD | +180.0% | -1.6% | +181.6% | +184.1% |
| 1Y | +226.4% | -5.1% | +231.5% | +229.2% |
| All | +978.0% | -8.5% | +986.5% | +1,036.9% |
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 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