+5,115.2%
MU vs SFM
+40.3%
+5,074.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.8% | +10.0% | +5.7% |
| 7D | -22.0% | -1.2% | -20.8% | -22.0% |
| 30D | -36.6% | -24.8% | -11.8% | -34.6% |
| 3M | -21.7% | -43.7% | +22.0% | -16.4% |
| 6M | +3.5% | -37.3% | +40.8% | +8.1% |
| YTD | +141.9% | -38.4% | +180.3% | +150.8% |
| 1Y | +189.8% | -36.9% | +226.8% | +199.1% |
| 3Y | +855.4% | +20.7% | +834.7% | +770.0% |
| 5Y | +869.2% | +103.5% | +765.7% | +686.1% |
| 10Y | +4,142.8% | +139.7% | +4,003.1% | +3,010.1% |
| All | +5,115.2% | +40.3% | +5,074.9% | +4,380.7% |
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