+855.4%
MU vs SFM
+18.5%
+836.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.8% | +10.0% | +5.2% |
| 7D | -22.0% | -1.2% | -20.8% | -21.9% |
| 30D | -36.6% | -24.8% | -11.8% | -36.1% |
| 3M | -21.7% | -43.7% | +22.0% | -20.6% |
| 6M | +3.5% | -37.3% | +40.8% | +4.1% |
| YTD | +141.9% | -38.4% | +180.3% | +143.2% |
| 1Y | +189.8% | -36.9% | +226.8% | +189.8% |
| 3Y | +855.4% | +20.7% | +834.7% | +801.1% |
| All | +855.4% | +18.5% | +836.8% | +801.1% |
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