+871.5%
MU vs SN
+431.1%
+440.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -15.2% | +7.6% | -22.8% | -17.8% |
| 30D | -29.5% | +22.4% | -52.0% | -35.8% |
| 3M | -15.8% | +21.7% | -37.4% | -23.6% |
| 6M | -2.9% | +102.8% | -105.7% | -31.7% |
| YTD | +154.2% | +102.4% | +51.8% | +77.9% |
| 1Y | +186.6% | +139.0% | +47.6% | +85.3% |
| 3Y | +871.5% | +440.4% | +431.1% | +387.4% |
| All | +871.5% | +431.1% | +440.4% | +387.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling