+3,134.2%
MU vs SBAC
+2,219.2%
+915.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -12.0% | +3.0% | -15.0% | -12.7% |
| 30D | -28.7% | +4.3% | -33.0% | -29.5% |
| 3M | -16.4% | +4.1% | -20.6% | -17.5% |
| 6M | -1.8% | -11.6% | +9.8% | -0.9% |
| YTD | +157.1% | +0.4% | +156.7% | +149.8% |
| 1Y | +208.5% | -1.1% | +209.6% | +200.6% |
| 3Y | +906.2% | -7.3% | +913.4% | +870.1% |
| 5Y | +893.4% | -40.8% | +934.2% | +948.4% |
| 10Y | +4,271.9% | +103.0% | +4,168.9% | +3,370.6% |
| All | +3,134.2% | +2,219.2% | +915.0% | +1,441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling