+4,609.2%
MU vs SFM
+140.8%
+4,468.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.5% | +8.4% | +11.6% |
| 7D | +2.0% | -7.1% | +9.1% | +2.7% |
| 30D | -18.0% | -21.4% | +3.4% | -16.5% |
| 3M | -6.6% | -40.1% | +33.5% | -2.7% |
| 6M | +2.0% | -38.0% | +40.1% | +5.3% |
| YTD | +184.5% | -36.5% | +221.0% | +191.0% |
| 1Y | +236.9% | -35.2% | +272.1% | +243.4% |
| 3Y | +987.0% | +23.5% | +963.5% | +916.9% |
| 5Y | +1,014.6% | +109.7% | +904.9% | +860.5% |
| 10Y | +4,609.2% | +132.6% | +4,476.6% | +3,817.0% |
| All | +4,609.2% | +140.8% | +4,468.4% | +3,817.0% |
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