+265.1%
MU vs SN
+156.5%
+108.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -8.4% |
| 7D | -19.1% | +10.6% | -29.8% | -22.3% |
| 30D | -25.2% | +20.0% | -45.3% | -30.4% |
| 3M | -10.9% | +30.4% | -41.3% | -20.7% |
| 6M | +38.0% | +91.0% | -53.0% | +0.8% |
| YTD | +178.8% | +95.9% | +82.9% | +96.8% |
| 1Y | +265.1% | +158.9% | +106.3% | +126.3% |
| All | +265.1% | +156.5% | +108.7% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling