+4,383.9%
MU vs SBAC
+2,208.1%
+2,175.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.3% |
| 7D | +9.0% | -0.8% | +9.8% | +9.1% |
| 30D | +13.8% | +6.9% | +6.9% | +12.1% |
| 3M | +2.1% | -8.2% | +10.3% | +2.8% |
| 6M | +153.8% | -1.6% | +155.4% | +149.5% |
| YTD | +256.4% | -0.1% | +256.5% | +247.9% |
| 1Y | +719.8% | -0.5% | +720.2% | +700.2% |
| 3Y | +1,360.4% | -9.1% | +1,369.4% | +1,316.5% |
| 5Y | +1,312.4% | -43.8% | +1,356.2% | +1,412.0% |
| 10Y | +6,142.6% | +80.5% | +6,062.0% | +5,000.1% |
| All | +4,383.9% | +2,208.1% | +2,175.8% | +2,047.6% |
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