+1,315.7%
MU vs SFM
+230.0%
+1,085.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +5.9% |
| 7D | +9.0% | -0.1% | +9.0% | +9.0% |
| 30D | +13.8% | -4.4% | +18.2% | +14.1% |
| 3M | +2.1% | +1.5% | +0.6% | +1.6% |
| 6M | +153.8% | +6.5% | +147.3% | +150.0% |
| YTD | +256.4% | +2.2% | +254.2% | +251.9% |
| 1Y | +719.8% | -41.9% | +761.6% | +779.4% |
| 3Y | +1,360.4% | +106.8% | +1,253.6% | +1,213.4% |
| All | +1,315.7% | +230.0% | +1,085.7% | +1,080.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling