+1,362.4%
MU vs SFM
+108.0%
+1,254.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +6.0% |
| 7D | +9.0% | -0.1% | +9.0% | +9.0% |
| 30D | +13.8% | -4.4% | +18.2% | +13.9% |
| 3M | +2.1% | +1.5% | +0.6% | +1.8% |
| 6M | +153.8% | +6.5% | +147.3% | +151.2% |
| YTD | +256.4% | +2.2% | +254.2% | +253.9% |
| 1Y | +719.8% | -41.9% | +761.6% | +801.3% |
| All | +1,362.4% | +108.0% | +1,254.5% | +1,325.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling