+189.8%
MU vs SFM
-37.1%
+226.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.4% |
| 7D | -12.0% | -10.2% | -1.8% | -13.7% |
| 30D | -28.7% | -23.9% | -4.9% | -31.8% |
| 3M | -16.4% | -42.3% | +25.8% | -25.7% |
| 6M | -1.8% | -40.1% | +38.3% | -10.6% |
| YTD | +157.1% | -37.8% | +194.8% | +144.8% |
| All | +189.8% | -37.1% | +226.8% | +171.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling