+7,582.5%
MU vs SFM
+132.6%
+7,449.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +5.7% |
| 7D | +9.0% | -0.1% | +9.0% | +9.0% |
| 30D | +13.8% | -4.4% | +18.2% | +14.3% |
| 3M | +2.1% | +1.5% | +0.6% | +1.3% |
| 6M | +153.8% | +6.5% | +147.3% | +148.1% |
| YTD | +256.4% | +2.2% | +254.2% | +248.9% |
| 1Y | +719.8% | -41.9% | +761.6% | +775.7% |
| 3Y | +1,360.4% | +106.8% | +1,253.6% | +1,147.2% |
| 5Y | +1,312.4% | +231.6% | +1,080.9% | +983.8% |
| 10Y | +6,142.6% | +258.4% | +5,884.1% | +4,310.6% |
| All | +7,582.5% | +132.6% | +7,449.9% | +6,132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling