+1,339.9%
MU vs SN
+490.7%
+849.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.5% |
| 7D | +9.0% | -9.3% | +18.3% | +12.7% |
| 30D | +13.8% | -4.8% | +18.6% | +15.5% |
| 3M | +2.1% | +40.4% | -38.3% | -10.5% |
| 6M | +153.8% | +50.9% | +102.9% | +115.6% |
| YTD | +256.4% | +54.9% | +201.4% | +199.8% |
| 1Y | +719.8% | +43.0% | +676.7% | +604.2% |
| 3Y | +1,360.4% | +391.8% | +968.5% | +1,001.2% |
| All | +1,339.9% | +490.7% | +849.2% | +972.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling