+4,271.9%
MU vs SFM
+146.8%
+4,125.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.2% |
| 7D | -12.0% | -10.2% | -1.8% | -11.2% |
| 30D | -28.7% | -23.9% | -4.9% | -27.3% |
| 3M | -16.4% | -42.3% | +25.8% | -12.7% |
| 6M | -1.8% | -40.1% | +38.3% | +1.7% |
| YTD | +157.1% | -37.8% | +194.8% | +163.3% |
| 1Y | +208.5% | -37.1% | +245.6% | +215.4% |
| 3Y | +906.2% | +21.5% | +884.6% | +841.9% |
| 5Y | +893.4% | +103.8% | +789.6% | +757.7% |
| 10Y | +4,271.9% | +142.0% | +4,129.9% | +3,537.2% |
| All | +4,271.9% | +146.8% | +4,125.1% | +3,537.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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